In this paper, a nitrogen dioxide (NO2) gas sensor using nitrogen‐doped double‐walled carbon nanotubes (N‐DWCNTs) with different types of nitrogen is demonstrated, and the sensor performance to the pyridinic nitrogen is related. The ratio of nitrogen is controlled by the temperature applied for the synthesis. It is found that the fabricated sensor from N‐DWCNTs enable an approximately threefold improvement in NO2 detection compared to the sensor from DWCNTs. Also, the improvement of sensor response of N‐DWCNTs more depends on the pyridinic site than the other types of nitrogen, because it can strongly interact with the NO2 molecule. The sensing mechanism is attributed to the charge transfer between the NO2 molecule and the sensing materials (especially with pyridinic site), which shifts the Fermi level, resulting in a decrease of the electrical resistance. Furthermore, the relation between the sensor response and the concentration of NO2 is derived based on Langmuir adsorption isotherm, and the calculated detection limit can be down to 0.14 ppm, which suggests that the N‐DWCNTs‐based sensor is a promising approach for low concentration NO2 detection at room temperature.