Yttria-stabilized zirconia (YSZ) thin films were deposited using direct current (reactive and metallic) and radio frequency magnetron sputtering. The effect of the deposition technique and annealing treatment on the microstructure and crystallinity of the thin films was assessed. Using the films produced in this work, oxygen gas sensors were built and their performance under vacuum conditions was evaluated. All the films exhibited a cubic crystalline structure after a post-deposition thermal treatment, regardless of the sputtering technique. When the annealing treatment surpassed 1000 °C, impurities were detected on the thin film surface. The oxygen gas sensors employing the reactive and oxide-sputtered YSZ thin films displayed a proportional increase in the sensor current as the oxygen partial pressure was increased in the evaluated pressure range (5 × 10−6 to 2 × 10−3 mbar). The sensors which employed the metallic-deposited YSZ films suffered from electronic conductivity at low partial pressures.