This work presents a full three dimensional finite element multi-physics simulation of the conjugate heat transfer for a gas sensing device composed by a two-element array of Ultra Low Power (ULP) Metal Oxide Semiconductor (MOX) sensors operated in a miniaturized sampling chamber. The heat equation in a solid, the Poisson equation for the electric potential and the incompressible Navier-Stokes and energy equations for a fluid have been solved in a coupled manner. Validation of the simulation results has been performed comparing the power dissipated by the array with a set of experimental data under different operating conditions. Good agreement between the simulations and the experiments has been obtained. A small effect on the power dissipated by the sensor, in presence of volumetric fluxes in the sampling chamber, has been observed both numerically and experimentally.