We report on the efficient detection of NO gas by an all-oxide semiconductor p-n heterojunction diode structure comprised of n-type zinc oxide (ZnO) nanorods embedded in p-type copper oxide (CuO) thin film. The CuO thin film/ZnO nanorod heterostructure was fabricated by directly sputtering CuO thin film onto a vertically aligned ZnO nanorod array synthesized via a hydrothemal method. The transport behavior and NO gas sensing properties of the fabricated CuO thin film/ ZnO nanorod heterostructure were charcterized and revealed that the oxide semiconductor heterojunction exhibited a definite rectifying diode-like behavior at various temperatures ranging from room temperature to 250 oC. The NO gas sensing experiment indicated that the CuO thin film/ZnO nanorod heterostructure had a good sensing performance for the efficient detection of NO gas in the range of 2-14 ppm under the conditions of an applied bias of 2 V and a comparatively low operating temperature of 150 oC. The NO gas sensing process in the CuO/ZnO p-n heterostructure is discussed in terms of the electronic band structure.