The urgent demand for chemical safety necessitates the real-time detection of carbon monoxide (CO), a highly toxic gas. MXene, a 2D material, has shown potential for gas sensing applications (e.g., NH3, NO, SO2, CO2) due to its high surface accessibility, electrical conductivity, stability, and flexibility in surface functionalization. However, the pristine MXene generally exhibits poor interaction with CO; still, transition metal decoration can strengthen the interaction between CO and MXene. This study presents a high-throughput screening of 450 combinations of transition-metal (TM) decorated MXene (TM@MXene) for CO sensing applications using an integrated active learning (AL) and density functional theory (DFT) screening pipeline. Our AL pipeline, adopting a crystal graph convolutional neural network (CGCNN) as a surrogate model, successfully accelerates the screening of CO sensor candidates with minimal computational resources. This study identifies Sc@Zr3C2O2 and Y@Zr3C2O2 as the optimal TM@MXene candidates with promising CO sensing performance regarding the screening criteria of recovery time, surface stability, charge transfer, and sensitivity to CO. The proposed AL framework can be extended for property finetuning in the combinatorial chemical space.