The invention concerns a method for detecting and/or assaying and/or capturing at least one aldehyde, preferably formaldehyde, including a step of contacting a gas stream with a material comprising a nonporous metal oxide sol-gel matrix, said matrix containing at least one probe molecule bearing at least one reactive function capable of reacting with at least one aldehyde function. The invention also concerns the material for implementing said method, a method for preparing same, and sensors incorporating such materials.