A method of controlling an oxygen concentration sensor of the type having oxygen pump and sensor cell elements spaced from each other to form a gap or a restricted region both of which are to be placed in some gases containing an oxygen component, and a heater element for heating said oxygen pump and sensor cell elements under energization of a heater current supplied thereto.A pump current is supplied to the oxygen pump element as long as the heater current is supplied to the heater element. However, the initiation of the supply of the pump current is somewhat delayed at the initial stage of the supply of the heater current in order to avoid incorrect operation due to the unstable cool state of the sensor, and to present possible flow of excessive pump current through the pump element which would cause deterioration of the oxygen pump element.