Closed-end tubes of yttria-stabilized zirconia (YSZ) are required in oxygen sensors for automotive applications to control fuel consumption and pollutant emission. High temperature oxygen sensors were prepared by electrophoretic deposition (EPD) of submicron YSZ particles after suitably adjusting the rheological characteristics of the suspension of the ceramic particles in alcoholic medium. The ceramic tubes were analyzed by X-ray diffraction and impedance spectroscopy. The morphology of sintered specimens was studied by scanning electron microscopy. The processing by EPD of tubular ceramic solid electrolytes with electrical conductivity similar to the ones found in commercial lambda sensors has been successfully achieved.