Zinc oxide (ZnO) nanospheres with excellent sensing ability towards formaldehyde were successfully synthesized using a single-capillary electrospinning method. Structural and electrical characteristics of the as-synthesized ZnO nanospheres were systematically investigated. The scanning electron microscope (SEM) images clearly display a novel structure of ZnO with pores distributed on the surface of the nanospheres. The results demonstrate that the ZnO nanospheres possess excellent formaldehyde gas-sensing properties. At room temperature, the response of ZnO nanospheres to formaldehyde with concentration of 100 ppm is determined to be 126.3. In addition, the ZnO nanosphere sensors exhibit short response time of 30 s and short recovery time of 2 s. These excellent gas-sensing properties make the ZnO nanospheres a promising material for the application in environmental monitoring devices.