An infusion set component for a fluid infusion device that delivers fluid to a patient is presented here. The component includes a tube formed from tubing material having an interior fluid canal defined therein to provide a fluid pathway from the fluid infusion device to the patient, a plurality of sensor conductors incorporated with the tubing material to facilitate sensing of an analyte of the patient by the fluid infusion device, and a combined infusion-sensor unit coupled to the tube and to the plurality of sensor conductors. The infusion-sensor unit accommodates delivery of fluid from the tube, and it also accommodates sensing of the analyte. The component may also include a connector assembly coupled to the tube and to the plurality of sensor conductors, to fluidly couple the fluid canal to a fluid reservoir of the fluid infusion device and to electrically couple the sensor conductors to an electronics module of the fluid infusion device.