A High sensitive refractive index (RI) sensor based on Mach–Zehnder interferometer (MZI) in a conventional single-mode optical fiber is proposed, which is fabricated by femtosecond laser transversal-scanning inscription method and chemical etching. A rectangular cavity structure is formed in part of fiber core and cladding interface. The MZI sensor shows excellent refractive index sensitivity and linearity, which exhibits an extremely high RI sensitivity of −17197nm/RIU (refractive index unit) with the linearity of 0.9996 within the refractive index range of 1.3371–1.3407. The experimental results are consistent with theoretical analysis.