This Letter describes a fabrication of a microsensor incorporating a novel customised nitro-sensitive polymer derived from the propylenedioxythiophene family. Electrochemical polymerisation was used to selectively grow different types of localised polymer films on interdigitated electrode arrays, thereby fabricating miniature sensors that exhibited a highly selective and reversible response to chemical vapours containing `nitro` (NO2) groups. Such nitro-bearing vapours are also present in trace quantities in the atmosphere in the presence of explosives. Vapours of nitropropane and nitrobenzene, serving as model analytes for explosives, were used for sensor testing. The sensors were demonstrated to have up to three orders of magnitude higher signal response to vapours from nitro compounds compared to other vapours commonly found in the atmosphere. The authors believe this is the highest selectivity to nitro compounds reported from a polymer-based chemicapacitor sensor.