The monitoring of atmospheric pollution using chemical gas sensors is a challenge due to the lack of selectivity of most existing devices. However, their performances can be improved using filtering films achieving the separation or the removal of some gases. This study is focused on the detection of carbon monoxide and of oxidant pollutants (nitrogen dioxide and ozone) by sensors constituted of SnO2, or phthalocyanine compounds. Two types of filters were investigated. Filters based on MnO2 powder are successful to remove ozone while preserving nitrogen dioxide in a large temperature range from ambient to 400 -C, but they partially convert carbon monoxide. The second type of filter constituted of indigo powder is also efficient to remove ozone without modification of nitrogen concentration at ambient. Then, these filters were associated with sensing element. MnO2 thick films were deposited by screen-printing on SnO2. With resulting sensors, the interference of ozone for the detection of CO or of NO2 is reduced, but some technological problems such as adhesion of MnO2 layer have to be solved. For phthalocyanine devices, the indigo filter placed upstream to the sensitive layer makes the sensor selective to nitrogen dioxide.