The invention concerns a device for inserting a power supply cable enabling it to be passed through an orifice, in particular an orifice of a housing of a gas measuring sensor. Said insertion device has two successive sealing bodies (22, 23) capable of being inserted into the orifice and having respectively passage channels (24, 25) in particular mutually aligned and wherein lies by form-and/or force-closure respectively a power supply cable. In order to obtain a reliable protection system preventing the cable from being removed and better resistance to high temperatures at the orifice critical temperature points, a sealing body (22) radially consists of a number of cylinder sectors (26) having the shape of circle segments, mutually form the passage channels (24) and are maintained assembled by force-closure by means of a supporting ring (27) fitted on the outside.