A one-dimensional structure of a Co doped ZnO nanofibre has been successfully fabricated by a relatively simple electrospinning technique and characterized by means of SEM, XRD and surface photocurrent spectrum. We found that this fibre exhibits novel photoelectric gas sensitivity to oxygen gas under the illumination of a 500 W Xe lamp with a fast response. The microscopic process is discussed in detail. These results should be valuable for designing a new type of gas sensor for use at room temperature.