ZnO@CeO2 core-shell hetero-structural nanofibers (NFs) were synthesized by a coaxial electrospinning method and the materials characterization results proved that the core-shell hetero-structure was formed. Furthermore, the sensing properties test indicated that the ZnO@CeO2 NFs exhibited higher response values and enhanced selectivity to acetone in low concentration range (0.2-10 ppm) compared with ZnO and CeO2 NFs, which showed the potential value in the field of diabetes diagnose. It is suggested that the enhanced sensitivity to acetone is attributed to the synergistic effect of one-dimensional (1D) structure and the formation of ZnO and CeO2 hetero-structure.