Oxygen plays a fundamental role in respiration and metabolism, and quantifying oxygen levels is essential in many environmental, industrial, and research settings. Microdevices facilitate the study of dynamic, oxygen-dependent effects in real time. This review is organized around the key needs for oxygen measurement in microdevices, including integrability into microfabricated systems; sensor dynamic range and sensitivity; spatially resolved measurements to map oxygen over two- or three-dimensional regions of interest; and compatibility with multimodal and multianalyte measurements. After a brief overview of biological readouts of oxygen, followed by oxygen sensor types that have been implemented in microscale devices and sensing mechanisms, this review presents select recent applications in organs-on-chip in vitro models and new sensor capabilities enabling oxygen microscopy, bioprocess manufacturing, and pharmaceutical industries. With the advancement of multiplexed, interconnected sensors and instruments and integration with industry workflows, intelligent microdevice-sensor systems including oxygen sensors will have further impact in environmental science, manufacturing, and medicine.