An oxygen analyzer with a closed system was set up to investigate the thermal stability of praseodymium oxides. It was composed of a circulation pump, specimen, and an electrochemical oxygen pump: Pt, air/ZrO2(+CaO)/Ar+O2 gas, Pt. Praseodymium oxide was heated up and successively cooled down at a constant rate in circulating Ar gas, in which the oxygen chemical potential was maintained at a constant value by a potentiostatic operation. The phase transition was monitored using the change in an electrical current passing through the oxygen pump. Pr5O9-reversible-PR9O16 and Pr9O16-reversible-PR7O12 occured gradually at first and then l rapidly with time, which are consistent with the isothermal chemical hysteresis reported in the literature. The temperature of the phase transition: PrO(x)-(sigma)--> Pr2O3(A), i.e., CaF2-related structure-->A type sesquioxide, was very dependent on the heating run numbers, implying that at least two factors affect the relative stability of the two phases. The closed-system potentiostatic technique permits measurements with such a high sensitivity that 10(-8)-approximately-10(-9) g of oxygen is detectable, and therefore, it may be applicable for the investigation of micro-reactions.