Tungsten oxide nanostructures functionalized with gold or platinum NPs are synthesized and integrated, using a single-step method via aerosol-assisted chemical vapour deposition, onto micro-electromechanical system (MEMS)-based gas-sensor platforms. This co-deposition method is demonstrated to be an effective route to incorporate metal nanoparticles (NP) or combinations of metal NPs into nanostructured materials, resulting in an attractive way of tuning functionality in metal oxides (MOX). The results show variations in electronic and sensing properties of tungsten oxide according to the metal NPs introduced, which are used to discriminate effectively analytes (C2H5OH, H2, and CO) that are present in proton-exchange fuel cells. Improved sensing characteristics, in particular to H2, are observed at 250 °C with Pt-functionalized tungsten oxide films, whereas non-functionalized tungsten oxide films show responses to low concentrations of CO at low temperatures. Differences in the sensing characteristics of these films are attributed to the different reactivities of metal NPs (Au and Pt), and to the degree of electronic interaction at the MOX/metal NP interface. The method presented in this work has advantages over other methods of integrating nanomaterials and devices, of having fewer processing steps, relatively low processing temperature, and no requirement for substrate pre-treatment.