Columnar CeO2 nanostructures are grown on alumina substrates by a template- and catalyst-free Chemical Vapor Deposition (CVD) approach and subsequently tested as resistive gas sensors of CH3COCH3, H2, NO2. The sensor response is stable and reproducible throughout the whole working temperature range (200-500 degrees C) and directly dependent on the analyte gas and the adopted operating conditions. The higher sensitivity with respect to that displayed by continuous CeO2 thin films demonstrates the potential of fabricating nanostructured sensing devices characterized by improved functional performances.