The oxygen level in the tumor microenvironment (TME) plays a critical role in regulating cell fates such as proliferation, migration, apoptosis, and so forth. To better elucidate how hypoxia affects tumor cell behaviors, a series of microfluidic strategies have been utilized to generate an oxygen gradient covering both hypoxia and normoxia conditions. However, in most studies, some chemicals are introduced into microfluidic chips, causing the potential of their poor biocompatibility. The common oxygen gradient with linear variation does not allow the effects of specific oxygen concentrations on tumor cells to be analyzed accurately. In this paper, based on the physical method of gas diffusion, a microfluidic device integrated with an oxygen gradient generator is proposed for investigating effects of different hypoxia levels on responses of tumor cells. This device consists of three layers, i.e., upper layer, thin film layer, and bottom layer. The upper layer is used for introducing the initial gas and generating an oxygen gradient in the form of gas. The bottom layer is used for introducing cells and culture medium. The thin film layer separates the former two layers, allowing the gas to diffuse from the top to the bottom through it. The oxygen gradient in the bottom layer is finally generated in the form of dissolved oxygen. The device is fabricated using microfabrication technology. The effects of structural and working parameters of the device on the oxygen gradient are evaluated by finite element simulation. The oxygen gradient in cell culture channels is characterized by using oxygen-sensitive fluorescence materials. The proliferation and morphology of HeLa cells under specific oxygen levels are compared after culturing for 48 h. The oxygen gradient with a ladder-like distribution demonstrates that this microfluidic device can provide a prospective experimental platform for in vitro cell studies and revelation of the mechanism of tumor metastasis associated with a specific hypoxic microenvironment.