The motivation behind this work is to study the gas phase chemical sensing characteristics of optical (plasmonic) nano-antennas (ONA) and graphene/graphene oxide-covered versions of these structures. ONA are devices that have their resonating frequency in the visible range. The basic principle governing the detection mechanism for ONA is refractive index sensing. The change in the concentration of the analyte results in a differing amount of adsorbate and correlated shifts in the resonance wavelength of the device. In this work, bare and graphene or graphene oxide covered ONA have been evaluated for gas sensing performance. Four different analytes (ethanol, acetone, nitrogen dioxide and toluene) were used in testing. ONA response behavior to different analytes was modified by adsorption within the graphene and graphene oxide overlayers. This work is a preliminary study to understand resonance wavelength shift caused by different analytes. Results imply that the combination of well-structured ONA functionalized by graphene-based adsorbers can give sensitive and selective sensors but baseline drift effects identified in this work must be addressed for applied measurements.