An even Y2O3-FSZ film with a thickness of 1 approximately 4 mum was prepared using "dipping method" on the matrix of porous MgO-PSZ blank tube. The final sintered tube was assembled into oxygen cell and tested in our lab and Ellport lab of Leeds & Northrup Company in the condition of low oxygen range. The results showed that the thermal shock resistance of MgO-PSZ matrix was not destroyed with the existence of the coating; the reproducibility of the measured EMFs was raised from +/-7 mV to +/-2 mV after coating; the absolute value of EMFs for coated electrolyte was about 10 mV higher than that of uncoated one, 35 mV higher than that of Toray’s. The parameter P(e)’ value of coated electrolyte was in a magnitude of one order lower than that of uncoated one. This implied that the Y2O3-FSZ coating improved considerably the oxygen ion conductivity of MgO-PSZ electrolyte and is most appropriate electrolyte for the low oxygen measurement.