Nanocrystalline SnO2 and WO3 and nanocomposite with Sn:W ratio 1:9, 1:1, 9:1 were prepared by co-precipitation of α-stannic and tungstic acids. Phase composition and average crystallite size were determined from XRD data. Presence of the second component results in the reduction of the crystallites growth rate, giving rise to the enhancement of thermal stability of nano-scaled system. TGA data allowed to estimate the concentration νH2O of water adsorbed on nanocomposite effective surface. Maximal νH2O value and the highest resistance were observed for nanocomposite with Sn:W = 1:1. The temperature dependence of resistance R reveals its activation character. The current-voltage curves are interpreted in terms of electrochemical capacitor recharge.