An exhaust gas sensor that includes a sensor element having a cup-shaped member including an outer surface and an inner surface defining a cavity. The cup-shaped member further includes an exhaust electrode coupled to the outer surface and a reference electrode coupled to the inner surface. The exhaust gas sensor further includes a heating element located within the cavity and a heat conductive material within the cavity and between the inner surface of the cup-shaped member and the heating element to facilitate heat transfer from the heating element to the sensor element.