Improvements in the low-temperature response of solid-state electrochemical gas sensors are highly desirable. These require a detailed understanding of the frequency-dependent gas-specific time constants involved in gas diffusion, surface diffusion, surface and interface reactions. In this context, we have developed a new method to characterize the dynamic response of the electrode potential upon sinusoidal oxygen partial-pressure variations (pressure modulation spectroscopy, PS). The frequency-dependent response functions and corresponding results from classical electrochemical impedance spectroscopy (EIS) make it possible to derive theoretical models which describe transport processes in porous gas electrodes at the three-phase boundaries. After a brief presentation of the principle, its powerful application is demonstrated in a study of the kinetics of different Pt electrodes on CaO-doped CeO2 electrolytes. Surface diffusion effects play a central role in the overall kinetics of the O2 response of their microstructures. Gradients of the oxygen surface concentration are analysed in an independent spectroscopic study on well-characterized CeO2 samples with Pt contacts.