Method and sensor for measuring accurate measurement of NOx concentration in an exhaust gas containing O2,H2O, CO2 and NOx and a NOx gas concentration sensor. A first oxygen pump cell sufficiently pumps out oxygen in a measurement gas such as not to decompose NOx. A pair of electrodes is provided on an inner side and an outer side of a second measurement chamber into which the gas is introduced from a first measurement chamber via a diffusion resistance. A voltage is impressed across the paired electrodes for decomposing NOx in the second measurement chamber to dissociate oxygen which causes the current to flow in a second oxygen ion pump cell. The NOx gas concentration is measured for this current. The voltage impressed across the paired electrodes of the second oxygen ion pump cell is set so as not to dissociate H2O and CO2 present in the second measurement chamber.