The rapid development of science, technology, and engineering in the 21st century has offered a remarkable rise in our living standards. However, at the same time, serious environmental issues have emerged, such as acid rain and the greenhouse effect, which are associated with the ever-increasing need for energy consumption, 85% of which comes from fossil fuels combustion. From this combustion process, except for energy, the main greenhouse gases-carbon dioxide and steam-are produced. Moreover, during industrial processes, many hazardous gases are emitted. For this reason, gas-detecting devices, such as electrochemical gas sensors able to analyze the composition of a target atmosphere in real time, are important for further improving our living quality. Such devices can help address environmental issues and inform us about the presence of dangerous gases. Furthermore, as non-renewable energy sources run out, there is a need for energy saving. By analyzing the composition of combustion emissions of automobiles or industries, combustion processes can be optimized. This review deals with electrochemical gas sensors based on solid oxide electrolytes, which are employed for the detection of hazardous gasses at high temperatures and aggressive environments. The fundamentals, the principle of operation, and the configuration of potentiometric, amperometric, combined (amperometric-potentiometric), and mixed-potential gas sensors are presented. Moreover, the results of previous studies on carbon oxides (COx), nitrogen oxides (NOx), hydrogen (H2), oxygen (O2), ammonia (NH3), and humidity (steam) electrochemical sensors are reported and discussed. Emphasis is given to sensors based on oxygen ion and proton-conducting electrolytes.