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Zirconia oxygen sensors are highly selective solid-state devices used for many applications, including combustion control for better fuel economy and lower emissions. Stabilized zirconia electrolyte meets the device requirements of adequate ionic conductivity at elevated temperature, chemical stability, and suitable mechanical properties. The device is assembled such that one or two enclosed volumes are obtained. It may be operated in a number of modes: some require the internal volume to be sealed fully, and others necessitate the provision of a diffusion barrier, usually a small hole (30-100 μm in diameter), to connect the internal volume with the external sample gas. The design and fabrication of these devices must meet the practical requirements of their modes of operation. The choice of the dimensions of the sensor, its materials and their processing is critical in making a reliable device; these details are scarce in the literature. The paper gives a detailed description of the design and assembly of these sensors from pre-conditioned components.