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This paper presents an experimental investigation of the characteristics of dual plate thermal-piezoresistive MEMS resonators and self-sustained oscillators in different gases. It has been demonstrated that the natural frequency of such devices changes in different gases. Interestingly, for the same silicon structure, frequency shifts in opposite directions were observed when operated in a resonator versus a self-sustained oscillator configuration. Both thermal conductivity and density of the surrounding gas have been identified as factors affecting the operating frequency of such devices. It has been demonstrated that in resonator configuration (linear operation), the resonator frequency shift is mostly a function of gas thermal conductivity. In the oscillator configuration (nonlinear operation) however, the effect of gas density on the nonlinear stiffness of the oscillator is the dominant factor. Relatively large measured frequency shift, as high as -1340ppm in a 1:5 mixture of helium-nitrogen compared to the natural frequency in pure nitrogen, shows the potential of such devices as highly sensitive gas sensors.