An electrochemical measuring sensor having a solid electrolyte, a first electrode exposed to a gas to be measured and a second electrode exposed to a reference gas, with the electrodes preferably being arranged on opposite sides of the solid electrolyte. At least one of the electrodes (16, 20) is provided with a contouring (24) on its side (22) that is exposed to the gas to be measured or to the reference gas, with the contouring being a trench-shaped groove (26) embossed into the surface of the electrode such that the electrode is pressed into the adjacent solid electrolyte in the region of the groove. According to the method, the embossing is done while the electrode and the solid electrolyte are in the non-sintered state, and the sensor is subsequently sintered.