The relevance of sensor response to NO2 with the nanostructure of the sensing body was investigated for thick-film devices using ZnO(WO3) nanocomposites. When the nanocomposites was prepared from constituent oxides by milling in a high energy ball mill for various spans of time (1–21 h), the sensor response to 100 ppm NO2, defined as the ratio of the electrical resistance in air to that in the sample gas, was found to reach a maximum as large as about 80 at 21 h of high energy ball-milling (HEBM). XRD and SEM observations of the granular state and pore size distribution analyses indicated that increasing HEBM time gave rise especially to an increase in the volume of pores in the pore size range of 20–35 nm. It is suggested that such a change in nanostructure is responsible for the marked promotion of the response to NO2. For comparison, the response to NO2 of ZnO or WO3 nanoparticles prepared by an HEBM method was also presented. In this case, the response to NO2 can be 10 times larger at HEBM for 21 h.