A novel gas sensor based on composite films of poly(3,4-ethylenedioxythiophene)/poly(styrenesulfonate) (PEDOT/PSS) and single-walled carbon nanotubes (SWCNTs) was fabricated for the detection of fishy trimethylamine (TMA) vapor. The SWCNTs were functionalized by O2 plasma treatment to improve their solubility in the polymeric matrix, and alternative current dielectrophoresis was utilized for the first time to assemble the PEDOT/PSS–SWCNTs composite film to enhance the response to TMA molecules. The high resolution transmission electron microscopy (HR-TEM) images showed that the SWCNTs maintained their bulk structure after O2 plasma functionalization. The scanning electron microscopy (SEM) images of the composite film showed that the oxidized SWCNTs were orderly arranged and uniformly dispersed into the polymer by dielectrophoresis. Compositional analyses of SWCNTs by X-ray photoelectron spectroscopy (XPS) suggested that O2 plasma functionalization could remove amorphous carbon from the nanotube surface and introduce more hydrophilic oxygen-containing groups, leading to the improvement of SWCNTs solubility in the polymeric matrix. Gas sensitivities of the composite films largely relied on the treatment conditions. Compared to the raw or acid-treated SWCNTs-doped composite films, the film doped with SWCNTs modified by O2 plasma at 30 W for 3 min exhibited the most sensitive and stable response characteristics to ppb-level TMA gas.