In the work, a cholesteric liquid crystal film coated side polished fiber (CLCFC-SPF) is demonstrated to sense the volatile organic compound (VOC) gas. In the CLCFC-SPF, the wavelength selectively coupling from the SPF to the cholesteric liquid crystal film (CLCF) results in the resonant dips in the transmitted spectrum. It is found that the pitch of the CLCF increases with VOC gas concentration, which reduces the refractive index (RI) of CLCF and results in a blue shift of the resonant dips. By tracing the blue shift of the resonant dips, the VOC gas sensing characteristic of the CLCFC-SPF were investigated experimentally. For tetrahydrofuran, acetone and methanol gas, the sensitivities of the CLCFC-SPF are respectively measured as 7.08 nm·L/mmol, 3.46 nm·L/mmol, 0.52 nm·L/mmol. Using the wavelength selectively coupling theory, gaseous-optic coefficient of the CLC can also be obtained and were measured in the experiment as 6.6 × 10−4 RIU·L/mmol, 2.9 × 10−4 RIU·L/mmol, 0.6 × 10−4 RIU·L/mmol, respectively, for tetrahydrofuran, acetone, and methanol gas. Additionally, the experimental results also show that both the sensitivity of CLCFC-SPF and the gaseous-optic coefficient of the CLCF increase with the molar mass of the VOC gas. The work provides a way to incorporate the sensitive liquid crystal onto the fiber for implementation of liquid-crystal-based fiber sensors.