Polypyrrole (PPy)/multi-walled carbon nanotubes (MWCNTs) composites were prepared by in situ polymerization of pyrrole on the surface of MWCNTs templates to improve the ammonia gas sensing properties. PPy morphologies, formed on the surface of MWCNTs, were investigated by field emission scanning electron microscopy. The thermal stabilities of the PPy/MWCNTs composites were improved as the content of MWCNTs increased due to the higher thermal stability of the MWCNTs. PPy/MWCNTs composites showed synergistic effects in improving the ammonia gas sensing properties, attributed to the combination of efficient electron transfer between PPy/MWCNTs composites and ammonia gas, and the reproducible electrical resistance variation on PPy during the gas sensing process.