Dust or condensed water present in harsh outdoor or high-humidity human breath samples are one of the key sources that cause false detection in Micro Electro-Mechanical System (MEMS) gas sensors. This paper proposes a novel packaging mechanism for MEMS gas sensors that utilizes a self-anchoring mechanism to embed a hydrophobic polytetrafluoroethylene (PTFE) filter into the upper cover of the gas sensor packaging. This approach is distinct from the current method of external pasting. The proposed packaging mechanism is successfully demonstrated in this study. The test results indicate that the innovative packaging with the PTFE filter reduced the average response value of the sensor to the humidity range of 75~95% RH by 60.6% compared to the packaging without the PTFE filter. Additionally, the packaging passed the High-Accelerated Temperature and Humidity Stress (HAST) reliability test. With a similar sensing mechanism, the proposed packaging embedded with a PTFE filter can be further employed for the application of exhalation-related, such as coronavirus disease 2019 (COVID-19), breath screening.