Multi-walled carbon nanotubes (CNTs) decorated with zinc oxide nanoparticles (ZnO NPs) were prepared in isopropanol solution by a simple, room-temperature process and characterized from structural, morphological, electronic, and optical points of view. A strong interaction between ZnO and CNTs is fully confirmed by all the characterization techniques. ZnO-CNTs nanocomposites, with different weight ratios, were deposited as a dense layer between two electrodes, in order to investigate the electrical behaviour. In particular, the electrical response of the nanocomposite layers to UV light irradiation was recorded for a fixed voltage: As the device is exposed to the UV lamp, a sharp current drop takes place and then an increase is observed as the irradiation is stopped. The effect can be explained by adsorption and desorption phenomena taking place on the ZnO nanoparticle surface under irradiation and by charge transfer between ZnO and CNTs, thanks to the strong interaction between the two nanomaterials. The nanocomposite material shows good sensitivity and fast response to UV irradiation. Room temperature and low-cost processes used for the device preparation combined with room temperature and low voltage operational conditions make this methodology very promising for large scale UV detectors applications.