In this study, graphene and poly(methyl methacrylate) (GR/PMMA) composite laminates on flexible substrates were fabricated for the use in volatile organic compounds detection. The CVD-grown graphene on Cu foil was transferred on polyethylene terephthalate (PET) substrate by PMMA-assisted wet transfer process. Without PMMA removal, the GR/PMMA composite laminates on PET were obtained. Graphene and GR/PMMA sensors show completely different sensor response to VOC vapors. The resistance of graphene sensor decreases, while that of GR/PMMA increases upon VOC exposure. The graphene and GR/PMMA sensors show the highest magnitude of sensor response to dichloromethane. The sensor response of the GR/PMMA to acetone, chloroform and benzene are greatly suppressed, resulting in the selectivity improvement. The sensor response of graphene can be explained in terms of the dielectric constant of VOCs and electron hopping effects on defect graphene, while that of the GR/PMMA would be attributed to swelling mechanism.