The process of layer-by-layer ionic deposition of tin-tungsten oxide films on smooth silicon substrates and nanoporous anodic alumina matrices has been studied. To achieve the film deposition, solutions containing cationic SnF2 or SnCl2 and anionic Na2WO4 or (NH4)2O·WO3 precursors have been used. The effect of the solution compositions on the films deposition rates, morphology, composition, and properties was investigated. Possible mechanisms of tin-tungsten oxide films deposition into the pores and on the surface of anodic alumina are discussed. The electro-physical and gas-sensitive properties of nanostructured SnxWyOz films have been investigated. The prepared nanocomposites exhibit stable semiconductor properties characterized by high resistance and low temperature coefficient of electrical resistance of about 1.6 × 10−3 K−1. The sensitivity of the SnxWyOz films to 2 and 10 ppm concentrations of ammonia at 523 K was 0.35 and 1.17, respectively. At concentrations of 1 and 2 ppm of nitrogen dioxide, the sensitivity was 0.48 and 1.4, respectively, at a temperature of 473 K. At the temperature of 573 K, the sensitivity of 1.3 was obtained for 100 ppm of ethanol. The prepared nanostructured tin-tungsten oxide films showed promising gas-sensitivity, which makes them a good candidate for the manufacturing of gas sensors with high sensitivity and low power consumption.