MgO-doped partially stabilized zirconia is a complex ceramic electrolyte in which all properties, phase composition, and microstructure are strongly influenced by thermal history besides chemical composition. The electrochemical performance of this ceramic used in oxygen sensors for molten steel is reviewed here. A wide collection of data on electrical properties obtained at various temperatures (up to 1600 degrees C) and oxygen partial pressures (from 1 atm to values below 10(-20) atm) is considered. New aspects are brought to evidence after proper handling of published data on undoped zirconia and MgO-doped materials. The close temperature dependencies of the lower limits of the ionic domains of all these materials suggest the relevance of acceptor-type contaminations on the performance of nominally pure materials. High ionic mobility in the tetragonal phase with respect to the cubic phase is also likely, based on published data. Dopants like Y2O3 originate wider ionic domains but are not equally effective with respect to thermal shock resistance. The unique characteristics of MgO-doped zirconia are due to the coexistence of distinct phases, including large populations of finely dispersed monoclinic and/or tetragonal phases within cubic matrix grains. An overview of key features (materials and design) involved in the performance of oxygen sensors for molten steel is also provided.