A main body of a NOx sensor has a sensor cell and defines a reference gas chamber and a sample gas chamber therein. The sample gas chamber has a wall formed by a solid electrolytic substrate having an oxygen ion conductivity. The sensor cell is disposed between the reference gas chamber and the sample gas chamber for detecting a concentration of a NOx gas. A pump cell body of the NOx sensor has a surface facing to the sample gas chamber and has a pump cell for introducing and exhausting an oxygen gas to and from the sample gas chamber. In manufacturing this NOx sensor, the main body and the pump cell body are fabricated individually as separate items. The main body and the pump cell body are sintered independently. Then, the main body and the pump cell body are assembled into to the NOx sensor.