This Research Article discusses the growth of polycrystalline, self-supporting ZnO nanofibers, which can detect nitrogen dioxide (NO2) gas down to 1 part per billion (ppb), one of the smallest detection limits reported for NO2 using ZnO. A new and innovative method has been developed for growing polycrystalline ZnO nanofibers. These nanofibers have been created using core-shell electrospinning of inorganic metal precursor zinc neodecanoate, where growth occurs at the core of the nanofibers. This process produces contamination-free, self-supporting, polycrystalline ZnO nanofibers of an average diameter and grain size 50 and 8 nm, respectively, which are ideal for gas sensing applications. This process opens up an exciting opportunity for creating nanofibers from a variety of metal oxides, facilitating many new applications especially in the areas of sensors and wearable technologies.