MXenes are a class of 2D transition-metal carbides, nitrides, and carbonitrides with exceptional properties, including substantial electrical and thermal conductivities, outstanding mechanical strength, and a considerable surface area, rendering them an appealing choice for gas sensors. This manuscript provides a comprehensive analysis of heterostructures based on MXenes employed in gas-sensing applications and focuses on addressing the limited understanding of the sensor mechanisms of MXene-based heterostructures while highlighting their potential to enhance gas-sensing performance. The manuscript begins with a broad overview of gas-sensing mechanisms in both pristine materials and MXene-based heterostructures. Subsequently, it explores various features of MXene-based heterostructures, including their composites with other materials and their prospects for gas-sensing applications. Additionally, the manuscript evaluates different engineering strategies for MXenes and compares their advantages to other materials while discussing the limitations of current state-of-the-art sensors. Ultimately, this review seeks to foster collaboration and knowledge exchange within the field, facilitating the development of high-performance gas sensors based on MXenes.