Provided are a method of reliably assembling a gas sensor. A plurality of annular mounting members are repeatedly subjected to following steps: bringing a sensor element into an upper-side held state in which the element is held such that an upper end thereof extends vertically with a lower end thereof being inserted into a recess; fitting a through hole of an annular mounting member with the upper end of the element brought in to the upper-side clamped state; and switching from the upper-side held state to a lower-side held state in which the element is held such that the lower end thereof extends vertically, to thereby cause the annular mounting member to reach a predetermined annularly mounting position. Then, the resultant intermediate assembly product is sandwiched by a centering device to minimize the outside diameter thereof, and thereafter, a tubular body is annularly mounted to the intermediate assembly product.