an exhaust gas sensor probe and its method of manufacture are disclosed . a tube of ceramic material is arranged to support a resistive type ceramic exhaust gas sensor within the cup - shaped cavity in the end portion of the tube . the tube is also provided with a generally continuous groove around the exterior of the cup - shaped end portion to support a heater wire in close heat conductive relation to the sensor ceramic wafer . the ceramaic tube is fixedly received within a housing which may include for example sufficient electrical connective means in the form of electrical terminals to electrically communicate the sensor and the heater wire to an external source of electrical energy and / or a utilization means . the present invention also provides a heat retaining end cap member having an infrared reflective coating for assisting in the retention of heat for those resistive type sensor ceramics which require an operating temperature substantially higher than the temperature of their normal environment . in fabricating the ceramic support member of the present invention , a suitable ceramic is extruded to form a length of tubing having a plurality of passages extending therethrough . the green ceramic is then prefired until it is machinable and it is then machined to provide the end portion configuration having the generally cup - shaped sensor wafer support portion with the surrounding heater wire support groove . the tube is then finally fired to form a finished ceramic . the sensor ceramic may thereafter be inserted within the cup - shaped end portion of the support ceramic material .