The multi-walled carbon nanotube paper is prepared by vacuum filtration of pure nanotubes and their functionalized forms prepared by KMnO4 and H2O2 oxidation or by grafting with Poly(methyl methacrylate) (PMMA) and polypyrrole to form sensory nanotubes layer for detection of volatile organic compounds in air. The selected compounds for experimentation (acetone, diethyl ether, isopentane, methanol, tetrahydrofuran) have different polarities and volume fractions of saturated vapors. The sensing is measured by electrical resistance of the paper, which increases when exposed to vapors. A reversible reaction is observed when the paper is removed from the vapors. The functionalized nanotubes differ in their sensitivity to selected organics solvents. For example, KMnO4 oxidized paper has differentiated response to all used vapors, so the measured data may indicate clearly the type of the vapor. On the other hand, the MWCNT/PMMA composite has nearly the same response to acetone, diethyl ether and tetrahydrofuran and different response to isopentane and methanol. The investigation can lead to construction of sensory unit which could be capable of detecting and identifying different vapors in the air.