There is provided a physical sensor which ensures long-term reliability and can be miniaturized and increased in density, and a method of producing the same. A physical sensor includes a supporting substrate, an element substrate that includes a sensor element and is joined to the supporting substrate through an insulating layer, a glass cap that covers an area of the sensor element and is joined to the element substrate, and a built-in electrode that is electrically connected to the sensor element. The built-in electrode is formed in a through hole passing through the element substrate, the insulating layer and the supporting substrate. A portion of the glass cap that covers an area of the built-in electrode is anodically bonded to the element substrate.