•Sensor devices based on a configuration of HZSM-5 zeolite films printed Pd-WO3 sensing film were prepared.•The selectivity of Pd-WO3 sensors is considerably improved by the printing of HZSM-5 zeolite films.•Selective detection of CO and methanol is achieved by printing with HZSM-5 and Pt/HZSM-5 films on the top of sensing layers. In the present study, gas sensors based on Pd-loaded WO3 sensor layers were prepared and coated with zeolite films to improve the selectivity. The sensing behavior of such sensors was characterized using different single gases and mixtures to assess their selectivity. We observed that the selectivity of sensors based on Pd-WO3 can be significantly tailored towards specific target gases by adding a printed zeolite film. The use of an HZSM-5 zeolite film made the Pd-loaded WO3 sensor highly sensitive to CO, with a response of around 10 at 100 ppm CO. When Pt-modified HZSM-5 zeolite film was used, same sensor became sensitive to methanol, with a detection limit of 0.5 ppm even in the presence of high concentration of CO. Interestingly, the Pt-modified HZSM-5 film caused the catalytic conversion of CO, which resulted in a p-type response to CO. In addition, in the presence of methanol such a p-type response to CO was also observed in pure WO3 sensor. Based on the power-law response to oxygen, it is proposed that the resistive responses of all tested sensors were highly dependent on the oxygen content, indicating that oxygen adsorbates on the surface were involved in the fundamental sensing mechanism, which is the same process as conventional gas sensors. The present study showed that the configuration of Pd-WO3 sensing layers coated with zeolite films is viable for tailoring the selectivity of gas sensors.