A new fiber interface Mach-Zehnder interferometer has been fabricated, to the best of our knowledge, in coreless fiber by femtosecond laser-inscription for temperature-insensitive refractive index measurement. A straight waveguide was inscribed along the central axis of the coreless fiber as the reference arm, and the other curved waveguide (interface waveguide) was then inscribed bending toward the cladding interface to obtain a strong evanescent field sensitive to ambient refractive index. This fiber interface Mach-Zehnder interferometer exhibits a high refractive index (RI) sensitivity of ∼3000 nm/RIU at an RI value of 1.432. Moreover, with the significant advantages of high mechanical strength and temperature independence, such a fiber Mach-Zehnder interferometer may find many potential applications in biochemical sensing.