Nanowall materials are ideal two-dimensional structures with high surface-to-volume ratios and open edge geometries. We first report on the growth and characterization of indium oxide nanowalls on transparent and conducting indium tin oxide substrates. The nanosheets that compose the nanowalls are single-crystalline and are approximately 8 nm in thickness. The density and the lateral dimensions of the nanosheets on the substrate can be controlled by the growth time. Adopting a bridgework-like strategy, we directly construct indium oxide nanowall gas sensors on the patterned indium tin oxide substrates. The pattern lines on the substrates are etched using transparent plastic adhesive tape as shadow mask, which is both simple and cheap in comparison with the conventional photolithography technique. The sensors exhibit fast response/recovery behavior and good reproducibility to NO2 gas under mild testing conditions, such as room temperature, ambient pressure, dry air background, and 1.5 V dc bias, and can achieve a detection limit as low as 50 ppb. We propose an assumption that the gas adsorption is composed of deep adsorption and probe adsorption to explain the interesting gas-sensing behavior of the indium oxide nanowalls. We suggest that the work reported herein, including the facile growth of indium oxide nanowalls, the bridgework-like strategy to directly construct electronic devices, and the high gas-sensing performance of the indium oxide nanowalls sensors, is a significant step towards the real applications of novel semiconductor nanostructures.