We present significant electrical conductivity responses of the pelletized as-prepared and oxidized (ox-) single-wall carbon nanohorns (SWNHs) on adsorption of CO(2) and O(2). The morphological and pore structures of both pelletized SWNHs were examined by transmission electron microscopy (TEM) and nitrogen adsorption isotherm, leading to explicit evidences of the formation of nanoscale windows on the wall by oxidation. The SWNH and ox-SWNH induced a semiconducting behavior, strongly responded to CO(2) and O(2) adsorptions, and each exhibited n-type- and p-type-like conductivities. The electrical conductivity increase and decrease for CO(2) and O(2) adsorption, respectively, were observed for SWNH, whereas ox-SWNH showed a marked electrical conductivity drop on CO(2) adsorption and almost no change on O(2) adsorption. The dramatically different electrical conductivity response of ox-SWNH is presumed to be ascribed to the annihilation of pentagons in the single graphene wall by oxidation.