Highly-efficient chemical sensors based on various nanostructures have attracted considerable attention owing to their practical applications in industry and in the daily lives of human beings. One of the most interesting and urgent challenges is to synthesize hierarchical heterostructured nanomaterials with high performance. In this paper, hierarchical p-n junction nanostructures made of n-type SnO2 nanosheets standing on p-type carbon nanofibers have been successfully fabricated by combining electrospinning technique and hydrothermal method. The morphologies of the SnO2 nanosheets can be easily controlled through tuning the experimental conditions such as hydrothermal reaction time. The gas sensing performances based on the hierarchical nanostructures with hydrogen as target molecule have been evaluated. The expected sensing performances (e.g., low operating temperature, large response and fast response-recovery behaviors) have been achieved owing to the synergistic effect between SnO2 nanosheets, CNFs and the well-defined shaped hybrid nanostructures.