The in situ electrochemical growth of Cu benzene-1,3,5-tricarboxylate (CuBTC) metal–organic frameworks, as an affinity layer, directly on custom-fabricated Cu interdigitated electrodes (IDEs) is described, acting as a transducer. Crystalline 5–7 µm thick CuBTC layers are grown on IDEs consisting of 100 electrodes with a width and a gap of both 50 µm and a height of 6–8 µm. These capacitive sensors are exposed to methanol and water vapor at 30 °C. The affinities show to be completely reversible with higher affinity toward water compared to methanol. For exposure to 1000 ppm methanol, a fast response is observed with a capacitance change of 5.57 pF at equilibrium. The capacitance increases in time followed diffusion-controlled kinetics (k = 2.9 mmol s−0.5 g−1CuBTC). The observed capacitance change with methanol concentration follows a Langmuir adsorption isotherm, with a value for the equilibrium affinity Ke = 174.8 bar−1. A volume fraction fMeOH= 0.038 is occupied upon exposure to 1000 ppm of methanol. The thin CuBTC affinity layer on the Cu-IDEs shows fast, reversible, and sensitive responses to methanol and water vapor, enabling quantitative detection in the range of 100–8000 ppm.