Eu-doped In₂O₃ nanobelts (Eu-In₂O₃ NBs) and pure In₂O₃ nanobelts (In₂O₃ NBs) are synthesized by the carbon thermal reduction method. Single nanobelt sensors are fabricated via an ion beam deposition system with a mesh-grid mask. The gas-sensing response properties of the Eu-In₂O₃ NB device and its undoped counterpart are investigated with several kinds of gases (including H₂S, CO, NO₂, HCHO, and C₂H₅OH) at different concentrations and different temperatures. It is found that the response of the Eu-In₂O₃ NB device to 100 ppm of H₂S is the best among these gases and the sensitivity reaches 5.74, which is five times that of pure In₂O₃ NB at 260 °C. We also found that the former has an excellent sensitive response and great selectivity to H₂S compared to the latter. Besides, there is a linear relationship between the response and H₂S concentration when its concentration changes from 5 to 100 ppm and from 100 to 1000 ppm. The response/recovery time is quite short and remains stable with an increase of H₂S concentration. These results mean that the doping of Eu can improve the gas-sensing performance of In₂O₃ NB effectually.