Here, pure ZnO, WO₃ and Pd/WO₃–ZnO composite porous thin films were successfully synthesized directly on porous silicon by a reactive DC magnetron sputtering technique. A sensor based on the Pd/WO₃–ZnO composite porous thin films showed remarkably improved H₂ sensing performance with good stability and excellent selectivity compared to that of pure WO₃ and ZnO, at a relatively lower operating temperature (200 °C) and with a low detection range of 10–1000 ppm. The enhanced response can be attributed to the heterojunction formed between two dissimilar materials. The underlying mechanism behind their good performance for H₂ gas was discussed in detail.