A finger sensor for a pulse oximetry system is provided having a body of flexible, resilient polymeric material formed as a pocket. On the inside walls of the pocket toward the closed end are a LED light source and an opposing photodetector. The space within the pocket transverse to the longitudinal dimension of the pocket exhibits a relatively smaller width and a relatively greater width. As a finger is inserted into the pocket with the fingertip between the LED and the photodetector, the relatively smaller width of the pocket expands and the relatively greater width of the pocket decreases. This expansion and decrease of the pocket dimensions are resisted by the resilient polymeric material, causing the walls of the pocket containing the LED and the photodetector to securely contact and retain the finger within the pocket. The pocket preferably comprises a pocket having major walls containing the light source and photodetector adjoined on the longitudinal sides of the sensor by expansive side panels which expand and contract to engage fingers of varying sizes.