Gas sensing materials, such as semiconducting metal oxides (SMOx), carbon-based materials, and polymers have been studied in recent years. Among of them, SMOx-based gas sensors have higher operating temperatures; sensors crafted from carbon-based materials have poor selectivity for gases and longer response times; and polymer gas sensors have poor stability and selectivity, so it is necessary to develop high-performance gas sensors. As a porous material constructed from inorganic nodes and multidentate organic bridging linkers, the metal-organic framework (MOF) shows viable applications in gas sensors due to its inherent large specific surface area and high porosity. Thus, compounding sensor materials with MOFs can create a synergistic effect. Many studies have been conducted on composite MOFs with three materials to control the synergistic effects to improve gas sensing performance. Therefore, this review summarizes the application of MOFs in sensor materials and emphasizes the synthesis progress of MOF composites. The challenges and development prospects of MOF-based composites are also discussed.