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We used a 16-channel e-nose demonstrator based on micro-capacitive sensors with functionalized surfaces to measure the response of 30 different sensors to the vapours from 11 different substances, including the explosives 1,3,5-trinitro-1,3,5-triazinane (RDX), 1-methyl-2,4-dinitrobenzene (DNT) and 2-methyl-1,3,5-trinitrobenzene (TNT). A classification model was developed using the Random Forest machine-learning algorithm and trained the models on a set of signals, where the concentration and flow of a selected single vapour were varied independently. It is demonstrated that our classification models are successful in recognizing the signal pattern of different sets of substances. An excellent accuracy of 96% was achieved for identifying the explosives from among the other substances. These experiments clearly demonstrate that the silane monolayers used in our sensors as receptor layers are particularly well suited to selecting and recognizing TNT and similar types of explosives from among other substances.