A glow plug with combustion pressure sensor is disclosed having a cover and a housing with which a piezoelectric element is hermetically accommodated. A lead wire having flexibility is employed to supply electric power to a heating member. The lead wire, fixedly connected to the heating member, extends through an insertion bore of the cover and is hermetically bonded to an inner circumferential wall of the insertion bore. When the heating member is axially displaced upon receipt of a combustion pressure, the lead wire flexes to absorb the resulting displacement, causing a joint portion between the cover and the lead wire to have no drag against the displacement. This allows the piezoelectric element to detect the combustion pressure with high precision.