Ozone (O3) gas is widely used as a strong oxidizing agent for many purposes, such as the decomposition/removal of organic contaminants and photoresist, and the deodorization/disinfection of air and water. However, ozone is highly toxic to the human body when the air concentration exceeds about 1 ppm. Therefore, there is increasing demand for simple, sensitive, reliable, and cost-effective techniques for sensing ozone gas. This article describes the features, advantages, and disadvantages of the available, practical techniques for sensing ozone gas in ambient air. The advantages of optical gas sensors as next-generation sensors is specifically introduced. The features of photoluminescent, semiconductor nanoparticles (quantum dots, QDs) as bright phosphors with the potential for various applications is further explored. Lastly, recent research results demonstrating the ozone sensitivity of photoluminescent CdSe-based core-shell quantum dots are presented. These results strongly suggest that optical ozone sensing using photoluminescent quantum dots is a promising technique.