Electronic nose (E-nose), a kind of instrument which combines with the gas sensor and the corresponding pattern recognition algorithm, is used to detect the type and concentration of gases. However, the sensor drift will occur in realistic application scenario of E-nose, which makes a variation of data distribution in feature space and causes a decrease in prediction accuracy. Therefore, studies on the drift compensation algorithms are receiving increasing attention in the field of the E-nose. In this paper, a novel method, namely Wasserstein Distance Learned Feature Representations (WDLFR), is put forward for drift compensation, which is based on the domain invariant feature representation learning. It regards a neural network as a domain discriminator to measure the empirical Wasserstein distance between the source domain (data without drift) and target domain (drift data). The WDLFR minimizes Wasserstein distance by optimizing the feature extractor in an adversarial manner. The Wasserstein distance for domain adaption has good gradient and generalization bound. Finally, the experiments are conducted on a real dataset of E-nose from the University of California, San Diego (UCSD). The experimental results demonstrate that the effectiveness of the proposed method outperforms all compared drift compensation methods, and the WDLFR succeeds in significantly reducing the sensor drift.