High-spatial-resolution distributed sensing at high temperature is crucial in many industrial areas, such as aero-engines, nuclear power, furnaces, and fuel cells. Here, we propose and demonstrate a large-scale multiplexed high-density weak in-fiber micro-cavity (MC) array for distributed high-temperature sensing with millimeter spatial resolution. The proposed in-fiber MC, featured by an intrinsic Fabry-Perot interferometer (IFPI) with a short cavity length of 100 μm and a low peak reflectivity of ∼−55 dB, was formed by two weak reflectors created in a conventional single-mode fiber (SMF) by using femtosecond laser point-by-point inscription. Several high-density MC arrays, consisting of identical weak IFPIs over 1000, were fabricated by using different femtosecond laser pulse energy to investigate the transmission loss (TL) of MC arrays. The experimental result shows that the TL induced by a single MC could be low as 0.0009 dB. Moreover, the high-temperature performance of the MCs was studied via cyclic heating and cooling between room temperature and 1000 °C, showing a temperature sensitivity of −2.29 GHz/°C (i.e., 18.4 pm/°C). Furthermore, distributed high-temperature sensing was demonstrated by employing the fabricated in-fiber MC array with the demodulation of optical frequency domain reflectometry, and a high spatial resolution of 1 mm was achieved at a high temperature of 1000 °C. As such, the proposed high-density weak in-fiber MC arrays are suitable for distributed high-temperature sensing in harsh environment, and hence have wide prospection of application in the fields of aerospace, nuclear power, metallurgy, and electrochemical industry.