A rational design and directional synthesis of well-defined porous metal oxide heterostructures remains a challenge for the fabrication of new gas sensors with enhanced sensing properties. Herein, a novel hierarchical heterostructure of α-Fe₂O₃@α-MoO₃ microcubes was prepared by applying a self-sacrifice template strategy, in which a porous metal–organic framework (MOF) was used as the precursor with the partial insertion of OH⁻ and MoO₄²⁻ and extraction of [Fe(CN)₆]₃⁴⁻ followed by heating treatment. Benefiting from the porous microcubic structural characteristic, the α-Fe₂O₃@α-MoO₃ heterostructures exhibited excellent selectivity and high sensitivity for triethylamine gas with the highest response value (R_a/R_g) of 18.64 under the operating temperature of 240 °C. The experimental results also revealed that the material showed a fast response and recovery time (12 s/106 s) and excellent repeatability for at least 20 days. This feasible synthetic strategy may provide a versatile and controlled way to prepare other polymetal oxide-based heterostructures with improved sensing performance.