Gas-sensitive β-Ga2O3 microcrystals on GaN were self-formed as a result of solid-state phase transition from an HVPE κ-Ga2O3 epitaxial layer with Pt contacts during its high-temperature annealing (30 min at 1000°C in air). The β-Ga2O3 microcrystals are characterized by increased electrical conductance and high gas response compared to the epitaxial κ-Ga2O3 and β-Ga2O3 films. The response of the β-Ga2O3 microcrystals to 5 vol% of O2 was 11.33 at the temperature of maximum response corresponding to 650°C. It was shown that the gas-sensitive characteristics of the β-Ga2O3 microcrystals change weakly under cyclic O2 exposure, as well as under changes in the relative humidity of the gas mixture in the range of 8–70 % and depend significantly on the polarity of the applied voltage. The samples showed high sensitivity to NO and CO2. The responses at 650°C to 1 ppm of NO and 1 vol% of CO2 were 1.7 and 10.4, correspondingly. The mechanism of the observed effect and the possibility of using the β-Ga2O3 microcrystals for sensitive elements of λ-probes are discussed.