Machine olfaction devices, which are often called electronic noses (e-noses), are gaining favor for odor assessment applications in several industrial sectors, such as beverage, perfumery, and food. From a design point of view, the number of sensors in these devices for a particular odor application should be minimized without degrading classification accuracy. This paper deals with selecting sensors for e-noses to make small portable devices with fast response times and reduced cost possible. Prior research efforts have been reported in the open literature and have shown that many advantages can be gained by properly selecting the input features before forwarding to a pattern classification algorithm. This selection process can reduce the dimensionality of the feature space, remove redundant and irrelevant features, speed up classification, and improve classification performance. In this paper, the transient features of an array of sensors obtained by applying a multiresolutional approximation technique from the discrete wavelet transform (DWT) are investigated to search for an optimal sensor array to be implemented in the e-nose system. A genetic algorithm is adapted to tailor a gas sensor array for two different odor data sets (coffee and soda). From the experimental results, the input features obtained by applying the DWT to the transient sensor responses not only provide a significant reduction in the number of sensors when compared to traditional features but also improve the classification rate to near 100%.