First-principles calculations within density functional theory (DFT) have been carried out to investigate the adsorption of various gas molecules including CO, CO2, NH3, NO and NO2 on MoS2 monolayer in order to fully exploit the gas sensing capabilities of MoS2. By including van der Waals (vdW) interactions between gas molecules and MoS2, we find that only NO and NO2 can bind strongly to MoS2 sheet with large adsorption energies, which is in line with experimental observations. The charge transfer and the variation of electronic structures are discussed in view of the density of states and molecular orbitals of the gas molecules. Our results thus provide a theoretical basis for the potential applications of MoS2 monolayer in gas sensing and give an explanation for recent experimental findings.