Polyethyleneimine (PEI) cryogels with interconnected superporous morphology were synthesized via the cryopolymerization technique. Then, conductive polymers, poly(Aniline) (PANi), poly(Pyrrole) (PPy), and poly(Thiophene) (PTh) were prepared within these PEI cryogels. Then, the conductive polymer embedding PEI composites’ characterization was carried morphologically using scanning electron microscope (SEM) by means of Fourier Transform Infrared Radiation (FT-IR) spectrometer, and by means of electrical conductivity measurements using an electrometer. Among all the prepared cryogel conductive polymer composites, the highest value in terms of conductivity was determined for PEI/PANi cryogel composites with 4.80 × 10−3 S.cm−1. Afterward, to prepare polymeric ionic liquid (PIL) forms of PEI and PEI/PANi composites. To assess the effect of anions on the conductivities of the prepared composites, PEI-based cryogels were anion ex-changed after protonation with HCl by treatment of aqueous solutions of sodium dicyanamide (Na+[N(CN)2]−), ammonium hexafluorophosphate (NH4+[PF6]−), sodium tetrafluoroborate (Na+[BF4]−), and potassium thiocyanate (K+[SCN]−), separately. Furthermore, PEI-based cryogel composites and their PIL forms were tested as a sensor for CO2 gas. The higher conductivity changes were observed on bare PEI cryogel and PEI+[BF4]− PIL cryogels with 1000-fold decrease on conductivity upon 240 min CO2 exposure. The sensitivity and recovery percent of bare PEI and PEI+[BF4]− PIL cryogels were shown almost the same with a two-fold decrease in the presence of 0.009 mole of CO2 gas, and approximately 30% recovery after the fifth consecutive reuse.