We combine infrared spectroscopy, nano-indentation measurements, and emph{ab initio} simulations to study the evolution of structural, elastic, thermal, and electronic responses of the metal organic framework MOF-74-Zn when loaded with H$_2$, CO$_2$, CH$_4$, and H$_2$O. We find that the molecular adsorption in this MOF triggers remarkable responses in all of these properties of the host material, with specific signatures for each of the guest molecules. With this comprehensive study we are able to clarify and correlate the underlying mechanisms regulating these responses with changes of the physical and chemical environment. Our findings suggest that metal organic framework materials in general, and MOF-74-Zn in particular, can be very promising materials for novel transducers and sensor applications, including highly selective small-molecule detection in gas mixtures.