The field of gas sensors has been developing for the last year due to the necessity of characterizing compounds and, in particular, volatile organic compounds whose detection can be of special interest in a vast range of applications that extend from clinical evaluation to environmental monitoring. Among all the potential techniques to develop sensors, magnetron sputtering has emerged as one of the most suitable methodologies for the production of large-scale uniform coatings, with high packing density and strong adhesion to the substrate at relatively low substrate temperatures. Furthermore, it presents elevated deposition rates, allows the growth of thin films with high purity, permits a precise control of film thickness, enables the simple manufacturing of sensors with low power consumption and, consequently, low costs involved in the production. This work reviewed all the current applications of gas sensors developed through magnetron sputtering in the field of VOCs assessment by gathering the most relevant scientific works published. A total of 10 compounds were considered for this work. Additionally, 13 other compounds were identified as promising targets and classified as future trends in this field. Overall, this work summarizes the state-of-the-art in the field of gas sensors developed by magnetron sputtering technology, allowing the scientific community to take a step forward in this field and explore new research areas.