How to wire/connect multiple sensors to Arduino

I would like to connect two sensors to Arduino Mega, but I don't how to connect the pins. My two sensors have 0-5V Signals, each with a positive and minus cable. Should I connect the positive cable to each A-X pin of arduino (e.g. A0 and A1) and connect both negative cables to the same Arduino GND pin?

Would this way mix analoge and digital GND? I read that both should be kept separated. How to achieve this.

UPDATE:

Sensor Specification: http://www.optris.com/optris-ctlaser-3m

Outputs / analog: 0-5/10 V

Output impedances: mV min. 100 kΩ load impedance

Power supply: 8-36 V DC Current draw: max. 160 mA

Your general configuration is correct. You can connect the 0-5V output from the sensor to the Analog In on the Arduino Mega. This link has a diagram that shows the best pins to use for the Analog vs. Digital Ground. Use the pins that are near the label "analog ground".

As a side note, there appears to be some discussion on how "good" the internal separation is between analog and digital ground on the Arduino Board in the forums (here and here). All the grounds are connected on the Arduino board. You seem to be using a high quality sensor and other boards or ADCs may be more suitable for your needs. Try it, look at the quality of the signal, and make a determination if your signal suits your needs. For most applications, you should be OK.