In this work, we demonstrate a novel plug-and-play integrated optical fiber sensing structure based on femtosecond laser micromachining and Vernier effect for label-free detection of bovine serum albumin (BSA) concentration. A rectangular microgroove is etched in the hollow-core fiber (HCF), and a U-shaped fiber is formed to design an open microcavity Fabry-Perot interferometer (FPI), in which the liquid can flow sufficiently into the microcavity as the sensing medium. Through simulation and experimental testing, it has been proven that the sensor can achieve high sensitivity and precision detection of BSA concentration. The refractive index measurement sensitivity is as high as 12308.97 nm/RIU, and the BSA concentration measurement sensitivity is 1.972 nm/(mg/ml), with an average absolute percentage error of 2.03%. The performance test shows that the sensor has the advantages of strong stability, good repeatability, high measurement accuracy and fast liquid exchange, it can be used as a new sensing method to achieve real-time, online and fast detection of weakly changing biomass.