In the current paper, in situ laser-induced synthesis of gas sensing microcomposites based on molybdenum and its oxides is discussed. The influence of pH of the solutions used for deposition and optical characteristics of a dielectric substrate on electrical conductivity and sensor properties of the synthesized microdeposits is also studied. It was shown that the phase distribution in the obtained materials is consistent with temperature level in the thermal zones of the laser beam focused on the surface of a dielectric substrate of different type. In turn, highly developed surface area of these microsensors is directly responsible for their high sensitivity, short response time, and low temperature of regeneration with respect to hydrogen sulfide and ammonia. Indeed, the highest sensitivity was observed for detection of small concentration (≤50 ppm) of hydrogen sulfide at temperatures of 300–350 °C, whereas at temperatures of 300 °C or less, the deposited molybdenum-containing microstructures are applicable for the ammonia sensing. Thus, this work demonstrates that the method of laser-induced metal deposition is a promising and perspective approach for fabrication of new effective standalone micro-sized gas sensors.