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The sp2 carbon-based allotropes have been extensively exploited for the realization of gas sensors in the recent years because of their high conductivity and large specific surface area. A study on graphene that was synthetized by means of a novel transfer-free fabrication approach and is employed as sensing material is herein presented. Multilayer graphene was deposited by chemical vapour deposition (CVD) mediated by CMOS-compatible Mo. The utilized technique takes advantage of the absence of damage or contamination of the synthesized graphene, because there is no need for the transfer onto a substrate. Moreover, a proper pre-patterning of the Mo catalyst allows one to obtain graphene films with different shapes and dimensions. The sensing properties of the material have been investigated by exposing the devices to NO2, NH3 and CO, which have been selected because they are well-known hazardous substances. The concentration ranges have been chosen according to the conventional monitoring of these gases. The measurements have been carried out in humid N2 environment, setting the flow rate at 500 sccm, the temperature at 25 °C and the relative humidity (RH) at 50%. An increase of the conductance response has been recorded upon exposure towards NO2, whereas a decrease of the signal has been detected towards NH3. The material appears totally insensitive towards CO. Finally, the sensing selectivity has been proven by evaluating and comparing the degree of adsorption and the interaction energies for NO2 and NH3 on graphene. The direct-growth approach for the synthesis of graphene opens a promising path towards diverse applicative scenarios, including the straightforward integration in electronic devices.