In this study, we fabricated hierarchically self-assembled thin films composed of graphene oxide (GO) sheets and gold nanoparticles (Au NPs) using the Langmuir–Blodgett (LB) and Langmuir–Schaefer (LS) techniques and investigated their gas-sensing performance. First, a thermally oxidized silicon wafer (Si/SiO2) was hydrophobized by depositing the LB films of cadmium arachidate. Thin films of ligand-capped Au NPs and GO sheets of the appropriate size were then sequentially transferred onto the hydrophobic silicon wafer using the LB and the LS techniques, respectively. Several different films were prepared by varying the ligand type, film composition, and surface pressure of the spread monolayer at the air/water interface. Their structures were observed by scanning electron microscopy (SEM) and atomic force microscopy (AFM), and their gas-sensing performance for NH3 and CO2 was assessed. The thin films of dodecanethiol-capped Au NPs and medium-sized GO sheets had a better hierarchical structure with higher uniformity and exhibited better gas-sensing performance.