We report on nitrogen dioxide (NO2) sensing measurements by means of zinc oxide films presenting different morphologies. The variation in the photoluminescence emission of the films is employed as transduction mechanism to detect the presence of NO2 gas molecules at room temperature. The significant role of film morphology on the sensing properties is presented and possible limits in the use of ZnO nanostructures for NO2 detection at high gas concentration (>20 ppm) and low gas flow (50 ml/min), where a worsening of the sensor response is observed, are discussed. These features are ascribed to a likely incomplete reversibility of the NO2 adsorption process and examined in connection with the mechanisms of interaction between NO2 molecules and ZnO.