Continuous glucose monitoring (CGM) sensors are minimally-invasive sensors used in diabetes therapy to monitor interstitial glucose concentration. The measurements are collected almost continuously (e.g. every 5 min) and permit the detection of dangerous hypo/hyperglycemic episodes. Modeling the various error components affecting CGM sensors is very important (e.g., to generate realistic scenarios for developing and testing CGM-based applications in type 1 diabetes simulators). In this work we focus on data gaps, which are portions of missing data due to a disconnection or a temporary sensor error. A dataset of 167 adults monitored with the Dexcom (San Diego, CA) G6 sensor is considered. After the evaluation of some statistics (the number of gaps for each sensor, the gap distribution over the monitoring days and the data gap durations), we develop a two-state Markov model to describe such statistics about data gap occurrence. Statistics about data gaps are compared between real data and simulated data generated by the model with a Monte Carlo simulation. Results show that the model describes quite accurately the occurrence and the duration of data gaps observed in real data.