An electrochemical device fabricated by combining an MgO-stabilized zirconia (MSZ) tube and a coating layer of Ba(NO3)(2) (auxiliary phase) was found to exhibit fairly good Nernstian response to dilute NO2 in air at elevated temperature (450 degrees C). The response to NO, which was far less satisfactory with the above device, could be much improved by the use of a binary system of Ba(NO3)(2)-CaCO3 for the coating layer.