Metal-oxide-based chemiresistive hydrogen sensors exhibit high sensitivity, long-term stability, and low cost and have been extensively applied in safety monitoring of H2. However, the sensing performances are dramatically affected by the water vapor, resulting in reduced response value and increased response/recovery time. To improve the anti-humidity property of sensors, coating the breathable and hydrophobic membrane on the surface of the sensing film is an effective strategy. In this work, the poly[4,5-difluoro-2,2-bis(trifluoromethyl)-1,3-dioxole-co-tetrafluoroethylene] (Teflon AF-2400) was dip-coated on the surface of SnO2 in a commercial hydrogen sensor (TGS2615) as a breathable and hydrophobic membrane. For safety, He instead of H2 was used to test the gas permeability of membranes. The Teflon membrane shows a high He permeability of up to 40,700 Barrer and an excellent He/H2O selectivity of 99. Moreover, Teflon shows high processability to form a defect-free coating on the rough surface of the sensing film and high chemical stability under the operando condition of the sensor. Thus, the Teflon-modified sensor possesses excellent selectivity with a value of 5, and the resistance is stable at 10,554 ± 3% Ω for 20 days in 80% RH. The modified sensor shows an improved anti-humidity property with a 75% response to 200 ppm H2 at 80% RH and has a low coefficient of variation value of 7.23% that shows advances than other reported sensors modified by coatings. The commercially available Teflon and the simple coating technology make the strategy easily scale up and show promising applications.