Which part of the nephron is primarily responsible for establishing a concentration gradient in the interstitial fluid in the medulla of the kidney?

The answer is Loop of Henle. It is the portion of a nephron that leads from the proximal convoluted tubule to the distal convoluted tubule. While the loops of Henle of cortical nephrons penetrate only as far as the outer medulla of the kidney, those of the juxtamedullary nephrons penetrate deeply within the inner medulla. The juxtamedullary nephrons are largely responsible for developing the osmotic gradients that are needed to concentrate urine.