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Gas-sensing characteristics of thick films prepared using NiO nanoparticles (NPs) have been investigated. NiO NPs were synthesized via a facile and cost-effective chemical coprecipitation method. NPs of different sizes were produced by varying growth parameters such as stirring and annealing temperatures. These nanomaterials were investigated by several techniques to determine their morphology, crystal structure, phase purity, and composition. A dilute solution of hexamethyldisilazane (HMDS)-functionalized NiO NPs in propan-2-ol was used to prepare the films on polycrystalline alumina substrates with predeposited interdigitated gold electrodes. Gas-sensing studies of NiO nanoparticulate films illustrate that, among various toxic gases, they have a fast response to H2S. However, this response toward H2S was found to be anomalous. Upon exposure to H2S, the resistance of NiO films increases from a base value, which is then followed by an immediate and unpredicted decrease before saturation. To investigate this anomalous behavior, H2S gas-sensing studies were carried out as a function of the operating temperature, gas concentration, and particle size. The increase in the resistance upon exposure to gas is observed to increase with the concentration (range 1–100 ppm) at a fixed temperature. However, this anomalous response was observed in all cases. To identify the mechanism responsible for this unusal behavior, NiO films were characterized using X-ray photoelectron spectroscopy, X-ray diffraction, and Raman spectroscopy, before and after H2S exposure. It was found that this strange occurrence is due to a combined competitive response from two different kinds of kinetics occurring simultaneously, i.e., the formation of NiS along with the typical oxidation of H2S by NiO, where the oxidation reaction leads to an increase in the resistance and the sulfide formation leads to a decrease in the resistance because of the metallic nature of NiS.