We present an electrochemical microsensor for the monitoring of hydrogen peroxide direct synthesis in a membrane microreactor environment by measuring the hydrogen peroxide and oxygen concentrations. In prior work, for the first time, we performed in situ measurements with electrochemical microsensors in a microreactor setup. However, the sensors used were only able to measure at the bottom of the microchannel. Therefore, only a limited assessment of the gas distribution and concentration change over the reaction channel dimensions was possible because the dissolved gases entered the reactor through a membrane at the top of the channel. In this work, we developed a new fabrication process to allow the sensor wires, with electrodes at the tip, to protrude from the sensor housing into the reactor channel. This enables measurements not only at the channel bottom, but also along the vertical axis within the channel, between the channel wall and membrane. The new sensor design was integrated into a multiphase microreactor and calibrated for oxygen and hydrogen peroxide measurements. The importance of measurements in three dimensions was demonstrated by the detection of strongly increased gas concentrations towards the membrane, in contrast to measurements at the channel bottom. These findings allow a better understanding of the analyte distribution and diffusion processes in the microreactor channel as the basis for process control of the synthesis reaction.