With the rapid development of conductive polymers, they have shown great potential in room-temperature chemical gas detection, as their electrical conductivity can be changed upon exposure to oxidative or reductive gas molecules at room temperature. However, due to their relatively low conductivity and high affinity toward volatile organic compounds and water molecules, they always exhibit low sensitivity, poor stability, and gas selectivity, which hinder their practical gas sensor applications. In addition, inorganic sensitive materials show totally different advantages in gas sensors, such as high sensitivity, fast response to low concentration analytes, high surface area, and versatile surface chemistry, which could complement the conducting polymers in terms of the sensing characteristics. It seems to be a win-win choice to combine inorganic sensitive materials with polymers for gas detection due to their synergistic effects, which has attracted extensive interests in gas-sensing applications. In this review, we summarize the recent development in polymer-inorganic nanocomposite based gas sensors. The roles of inorganic nanomaterials in improving the gas-sensing performances of conducting polymers are introduced and the progress of conducting polymer-inorganic nanocomposites including metal oxides, metal, carbon (carbon nanotube, graphene), and ternary composites are presented. Finally, a conclusion and a perspective in the field of gas sensors incorporating conducting polymer-inorganic nanocomposite are summarized.