We report on the investigation of graphitic carbon nitride (g-C3N4) for carbon dioxide (CO2) sensor applications. g-C3N4 is prepared by the thermal polycondensation of thiourea and sprayed onto a substrate with interdigitated electrodes. The resulting sensor device exhibited a high sensitivity to CO2 molecules of ~200 ppm, a high responsivity of ~730 ms at 40 °C and a full recovery time of 36 s. Furthermore, a set of various characterization measurements demonstrated the excellent stability of both the g-C3N4 nanosheets and the fabricated gas sensor device. Meanwhile, density functional theory (DFT) calculations for the bulk and monolayer models, based on tri-s-triazine, revealed the optoelectronic properties of g-C3N4 and the interaction energy with CO2, which is evaluated at −0.59 eV. This value indicates the very good affinity of g-C3N4 nanosheets to CO2 molecules. Our findings shed light on the potential for g-C3N4 to be used for the development of high-performing gas sensor devices.