This paper reports a microfluidic device made of polydimethylsiloxane (PDMS) with an embedded polycarbonate (PC) thin film to study cell migration under combinations of chemical and oxygen gradients. Both chemical and oxygen gradients can greatly affect cell migration in vivo; however, due to technical limitations, very little research has been performed to investigate their effects in vitro. The device developed in this research takes advantage of a series of serpentine-shaped channels to generate the desired chemical gradients and exploits a spatially confined chemical reaction method for oxygen gradient generation. The directions of the chemical and oxygen gradients are perpendicular to each other to enable straightforward migration result interpretation. In order to efficiently generate the oxygen gradients with minimal chemical consumption, the embedded PC thin film is utilized as a gas diffusion barrier. The developed microfluidic device can be actuated by syringe pumps and placed into a conventional cell incubator during cell migration experiments to allow for setup simplification and optimized cell culture conditions. In cell experiments, we used the device to study migrations of adenocarcinomic human alveolar basal epithelial cells, A549, under combinations of chemokine (stromal cell-derived factor, SDF-1α) and oxygen gradients. The experimental results show that the device can stably generate perpendicular chemokine and oxygen gradients and is compatible with cells. The migration study results indicate that oxygen gradients may play an essential role in guiding cell migration, and cellular behavior under combinations of gradients cannot be predicted from those under single gradients. The device provides a powerful and practical tool for researchers to study interactions between chemical and oxygen gradients in cell culture, which can promote better cell migration studies in more in vivo-like microenvironments.