A vehicle includes an engine, a booster, an exhaust gas sensor and a self-calibration arrangement for the exhaust gas sensor. When sensor calibration check is desired, a controlling unit opens a valve in order to subject a sensing element of the sensor to a supply of gas having a known gas concentration. Gas concentration signals from the sensor are compared with known concentration values, with the results being used to re-calibrate the sensor. The supply of gas can be received directly from the booster or from an optional reservoir. The invention is particularly applicable for use with a universal exhaust gas oxygen sensor in a vehicle powered by a diesel engine.