Cost-effective fabrication of sensors and detection of ultralow concentrations of toxic gases are important concerns for environmental monitoring. In this study, the reduced graphene oxide (RGO)-loaded ZnFe2O4 nanofibers (ZFO-NFs) were fabricated by facile on-chip electrospinning method and subsequent heat treatment. The multi-porous NFs with single-phase cubic spinel structure and typical spider-net morphology were directly assembled on Pt-interdigitated electrodes. The diameters of the RGO-loaded ZFO-NFs were approximately 50-100 nm with many nanograins. The responses to H2S gas showed a bell-shaped behaviour with respect to RGO contents and annealing temperatures. The optimal values of the RGO contents and the annealing temperatures were found to be about 1.0 wt% and 600 degrees C, respectively. The response of the RGO-loaded ZnFe2O4 NFs to 1 ppm H2S gas was as high as 147 at 350 degrees C while their cross-gas responses to SO2 (10 ppm), NH3 (100 ppm), H-2 ( 250 ppm), C3H6O (1000 ppm), and C2H5OH (1000 ppm) were rather low (1.8 - 5.6). The high sensor response was attributed to formation of a heterojunction between RGO and ZnFe2O4 and due to the fact that NFs consisted of many nanograins which resulted in multi-porous structure and formation of potential barriers at grain boundaries.