Hypoxia-related mechanisms are important in tumor biology and immune responses. Oxygen is delivered to tumor tissue by blood flowing through abnormal and dysfunctional microvessels, resulting in heterogeneity of tissue oxygenation within the tumor. Hypoxic conditions play a role in directing angiogenesis, guiding immune cells, and inducing tumor metastasis. Mimicking such oxygen gradient in in vitro cellular experiments is important to clarify the mechanisms involved in tumor biology. Previous research has led to the development of cell culture devices that generate an oxygen gradient, but it was impossible to monitor the oxygen gradient during cell culture. In this study, we designed an open-well polydimethylsiloxane (PDMS) microfluidic device integrated with an oxygen-sensitive film, which permits oxygen measurement around cells and molecular analysis after cell culture experiments. Mathematical simulation and phosphorescence-based partial oxygen measurements show that the gradient can be controlled by changing the oxygen gas concentration inside the microchannels, according to the requirements of various biological models. A monoculture of endothelial cells exposed to an oxygen gradient in the device showed increased expression of oxygen-responsive genes in the hypoxic area. These results suggest that our microfluidic device can be used for in vitro experiments such as gene expression and migration assays. We believe that this new device is a powerful tool for studies of tumor biology and immunology.