Highly integrated nanocomposites of Zr‐based metal‐organic frameworks (MOFs) of the UiO‐66 class and multi‐wall carbon nanotubes (MWCNTs) are prepared by direct crystallization of MOFs in the presence of CNTs. Powder samples with homogeneously distributed and strongly intergrown nanotubes and nanoparticles are obtained. Growth of the MOFs in the presence of CNTs deposited on glass slides yields open or compact coatings of the nanocomposites. The materials combine the high porosity and versatility of MOFs with the high electrical conductivities of CNTs. Upon increasing the amount of CNTs in the synthesis, the electrical conductivity shows a clear percolation behavior. Even with small amounts of CNTs, high conductivities are observed. SEM and TEM pictures show the strong intergrowth between the CNTs and the MOF nanoparticles. Crystallization times are shorter in the presence of CNTs, and CNTs run centrally through the MOF crystals. These facts indicate that the CNTs serve as heterogeneous nucleation centers for the formation of MOF nanocrystals. Sensing experiments performed on the coatings show significant changes in the electrical conductivities of the nanocomposite materials in the presence of different analytes, which are also discernable from the changes observed on bare CNTs. This is further proof for the close interaction between the components of the nanocomposites.