In this study, the structural and electrochemical properties of commercial powders of the nominal compositions Ce0.8Gd0.2O1.9, Sc0.1Ce0.01Zr0.89O1.95, and Sc0.09Yb0.01Zr0.9O1.95 were investigated. The materials are prospective candidates to be used in electrochemical devices, i.e., gas sensors and fuel cells. Based on a comparison of the EIS spectra in different atmospheres (synthetic air, 3000 ppm NH3 in argon, 10% H2 in argon), the reactions on the three-phase boundaries were proposed, as well as the conduction mechanisms of the electrolytes were described. The Ce0.8Gd0.2O1.9 material is a mixed ionic–electronic conductor, which makes it suitable for anode material in fuel cells. Moreover, it exhibits an apparent and reversible response for ammonia, indicating the possibility of usage as an NH3 gas-sensing element. In zirconia-based materials, electrical conduction is realized by oxygen ion carriers. Among them, the most promising from an applicative point of view seems to be Sc0.09Yb0.01Zr0.9O1.95, showing a high, reversible reaction with hydrogen.