It is an object of the invention to provide a sensor which is highly reliable, and a method or producing a sensor which is highly reliable, and which can be easily produced. A method of producing a sensor in which bending of a heater and the like hardly occur is provided. In the invention, an oxygen sensor (1) has: an oxygen sensor element (2); a metal shell (3); first and second sensor terminal metal parts (11), (12); a heater (15); heater terminal metal parts (16), (17); a metal outer tube (21); and a separator (31) which is housed inside the metal outer tube (21), in which the terminal metal part (11) and the like and the heater (15) are held, and which provides insulation between the terminal metal part (11) and the like. An outer-tube butting face (34a) is formed in a flange portion (34) of the separator (31). In the metal outer tube (21), a flange butting face (24b) which butts against the outer-tube butting face (34a) is formed. Both of the outer-tube butting face (34a) and the flange butting face (24b) form an inclined face which is more radially outward positioned as further advancing toward the tip end. The separator (31) is pressed toward the rear end. The pressing is conducted by deforming the metal outer tube (21), and deforming a pressing metal part (41) which is placed around a tip end side portion (33) of the separator (31).