For use on automobiles, the invention provides a compact device for measuring the concentration of a nitrogen oxide in a combustion gas such as an exhaust gas of an internal combustion gas. The device has an ion pumping cell using an oxygen ion conductive solid electrolyte to adjust the partial pressure of oxygen in a gas diffusion chamber and a sensor such as an oxygen concentration cell using a solid electrolyte to detect the partial pressure of oxygen in the chamber. The pumping cell or the concentration cell is provided with a catalyst which decomposes the nitrogen oxide in the diffusion chamber only when the partial pressure of coexisting oxygen is sufficiently low. In the device the current supplied to the pumping cell is measured when the partial pressure of oxygen in the diffusion chamber is low enough for the activity of the catalyst and also when the oxygen partial pressure is made too high, and the concentration of the nitrogen oxide in the gas is computed from the two values of the current and the known relationship between the concentration of oxygen in the gas and the current necessary for keeping each of the high and low partial pressures of oxygen. It is convenient to use a pair of combinations of the pumping cell and the concentration cell to keep the high partial pressure of oxygen in one combination and the low partial pressure of oxygen in the other.