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Hierarchical core–shell (C–S) heterostructures composed of a NiO shell deposited onto stacked‐cup carbon nanotubes (SCCNTs) are synthesized by atomic layer deposition (ALD). A film of NiO particles (0.80–21.8 nm in thickness) is uniformly deposited onto the inner and outer walls of the SCCNTs. The electrical resistance of the samples is found to increase of many orders of magnitude with the increasing of the NiO thickness. The response of NiO–SCCNT sensors toward low concentrations of acetone and ethanol at 200 °C is studied. The sensing mechanism is based on the modulation of the hole‐accumulation region in the NiO shell layer upon chemisorption of the reducing gas molecules. The electrical conduction mechanism is further studied by the incorporation of an Al2O3 dielectric layer at NiO and SCCNT interfaces. The investigations on NiO–Al2O3–SCCNT, Al2O3–SCCNT, and NiO–SCCNT coaxial heterostructures reveal that the sensing mechanism is strictly related to the NiO shell layer. The remarkable performance of the NiO–SCCNT sensors toward acetone and ethanol benefits from the conformal coating by ALD, large surface area of the SCCNTs, and the optimized p‐NiO shell layer thickness followed by the radial modulation of the space‐charge region. [ABSTRACT FROM AUTHOR]