An oxygen sensor device consisting a cylindrical tube of a ceramic solid electrolyte having an oxygen ion conducting property, a reference electrode formed on an inner surface of the cylindrical tube, and a measuring electrode formed on an outer surface of the cylindrical tube at a position at least opposed to the reference electrode, wherein a ceramic layer is formed on the outer surface of the cylindrical tube, the ceramic layer having an opening portion for exposing the surface of the measuring electrode and incorporating a heat-generating member therein, the heat-generating member being buried surrounding the opening portion. The oxygen sensor device as a whole has a cylindrical shape relaxing the concentration of thermal stress and exhibiting excellent thermal shock resistance. With the heat-generating member being buried near the sensing portion, the sensing portion is heated up to a predetermined activating temperature within short periods of time exhibiting an excellent sensor response.