An exhaust gas sensor inhibits a detecting part of an exhaust gas sensor from being exposed to water and has high detection accuracy and high durability. The exhaust gas sensor has a sensor body and a protective cover. The sensor body has an outer housing. The outer housing has a plurality of gas inlets. A gas detection element for detecting a component of the exhaust gas (e.g., oxygen) disposed within the outer housing. The protective cover has a cylindrical shape and has a plurality of protrusions at its opposing ends. The protrusions provide a tight fit with the outer housing. The protective cover is attached to the outer periphery of the outer housing without closing gas inlets formed through the outer cylinder by press-fitting the outer cylinder into the protective cover.