A method for manufacturing a sensor intermediate product includes: disposing a tubular holder and a tubular compact in a tubular metallic shell, and inserting a metallic pin into a first insertion hole of the holder and a second insertion hole of the compact; compressing the compact so as to form a filling member intermediate having a shape which brings the filling member intermediate into pressure contact with the inner wall surface of the metallic shell and allows removal of the metallic pin from the second insertion hole; pulling out the metallic pin from the first insertion hole and the second insertion hole; inserting a sensor element into the first insertion hole and the second insertion hole; and compressing the filling member intermediate to thereby form a filling member which fixes the sensor element inside of the metallic shell.