Gas exhaust emissions in vehicles are increasingly restrictive in EU and USA. Diesel engines are particularly affected by limitation in hydrocarbons and NOx concentrations. This work presents a screening of working electrode materials to develop a potentiometric sensor, with the most promising material to detect being C2H4 at 550 °C. The device consists of a dense 8YSZ (8 mol% Y2O3 stabilized ZrO2) disk as oxide-ion conducting electrolyte, whereas platinum is screen-printed in the back face as reference electrode. As working electrode, several materials such as Fe0.7Cr1.3O3, ZnCr2O4, Fe2NiO4, La0.8Sr0.2CrO3−δ (LSC), La0.8Sr0.2MnO3 (LSM), and NiO+5%wt Au were tested to detect C2H4. Sensor voltage was measured for several concentrations of C2H4 and CO as these are two of the major oxidizable compounds in a diesel exhaust gas. Fe0.7Cr1.3O3 was selected as the most promising material because of its response to C2H4 and CO. Not only is the response to the individual analytes important, but the C2H4 cross-sensitivity toward CO is also important. Fe0.7Cr1.3O3 showed a good performance to C2H4, with low cross-sensitivity to CO. In addition, when 0.16 ppm of phenanthrene is added, the sensor still has a slightly better response to C2H4 than to CO. Nevertheless, the sensor exposure to high concentrations (>85 ppm) of polycyclic aromatic hydrocarbons led to signal saturation. On the other hand, the operation in wet conditions induces lower sensor sensitivity to C2H4 and higher cross-sensitivity toward CO increase, i.e., the sensor response becomes similar for C2H4 and CO.