In order to solve the problem that pristine ZnO show little response to NO2 gas at room temperature, some methods have been used, e.g., introducing narrow-bandgap semiconductors and donor defects into ZnO. In this work, we adopt solution precursor plasma spray to deposit CuxO1-y@ZnO1-α hybrid coatings. Rapid heating and cooling as well as the reducing atmosphere provided by solution precursor plasma spray (SPPS) produce highly concentrated donor defects such as zinc interstitials and oxygen vacancies. X-ray photoelectron spectroscopy, photoluminescence spectroscopy and electron paramagnetic resonance confirmed that rich donor defects were present in the SPPS CuxO1-y@ZnO1-α coatings. Field emission-scanning electron microscopy images exhibited a highly porous nanostructure, and high resolution-transmission electron microscopy showed that there were large amounts of p-n heterojunctions in the nanocomposites. The light absorption of the SPPS CuxO1-y@ZnO1-α hybrids was extended up to the whole visible light region. With assistance of visible light illumination, the nanocomposites exhibited significant response to NO2 for concentrations below 1 ppm. A sensing mechanism of the CuxO1-y@ZnO1-α sensors was proposed.