As a typical kinds of toxic gases, CO plays an important role in environmental monitoring, control of chemical processes, space missions, agricultural and medical applications. Graphene is considered a potential candidate of gases sensor, so the adsorption of CO molecules on various graphene, including pristine graphene, Nitrogen-doped graphene (N-doped graphene) and Aluminum-doped graphene (Al-doped graphene), are studied by using first-principles calculations. The optimal configurations, adsorption energies, charge transfer, and electronic properties including band structures, density of states and differential charge density are obtained. The adsorption energies of CO molecules on pristine graphene and N-doped graphene are −0.01 eV, and −0.03 eV, respectively. In comparison, the adsorption energy of CO on Al-doped graphene is much larger, −2.69 eV. Our results also show that there occurs a large amount of charge transfer between CO molecules and graphene sheet after the adsorption, which suggests Al-doped graphene is more sensitive to the adsorption of CO than pristine graphene and N-doped graphene. Therefore, the sensitivity of gases on graphene can be drastically improved by introducing the suitable dopants.