The fluorescence intensity of inorganic CsPbBr3 (CPB) perovskite nanocrystals (NCs) decreases in the presence of O2. In this study, we synthesized CPB NCs with various shapes and sizes for use as optical gas sensing materials. We fabricated O2 gas sensors from the various CPB NCs on several porous and nonporous substrates and examined the effects of the NC shapes and aggregate sizes and the substrate pore size on the device response. Our sensor fabricated from CPB nanocrystals on a porous substrate exhibited the highest response; the porous substrate allowed the rapid diffusion of O2 such that the NC surface was exposed effectively to the gas. Thus, the interfacial interaction between NC surfaces and substrates is a critical factor for consideration when preparing gas sensors with a high response.