In this work, surface acoustic wave (SAW) sensors with two types of polymer sensing films, polyethyleneimine (PEI) and polydimethylsiloxane (PDMS), containing embedded ZnO, TiO2, and WO3 nanoparticles (NPs) for detecting volatile organic compounds (VOCs) were produced and studied. The NPs were obtained using the pulsed laser ablation method, with the same deposition conditions used for all three materials studied. After incorporation of the NPs into the polymer, the suspension obtained was deposited using the airbrush method onto the quartz substrate of the sensor. Sensors were tested for four types of VOCs: Ethanol, toluene, acetone, and dichloroethane. Those based on PEI-sensitive films showed a superior sensitivity to those with PDMS. It was also found that the sensors with WO3 NPs had the best results for ethanol, acetone, and dichloroethane. The limit of detection (LOD) of the PEI/WO3 sensor was 6 ppm for ethanol, 15 ppm for acetone, and 9 ppm for dichloroethane. For toluene, the best response was obtained using the PEI/ZnO sensor, which produced a LOD of 9 ppm.