A reflective typed fiber probe has been proposed to determine the ethanol concentration at room temperature. The sensing performance has been enhanced by modification of ZnO nanosheets. The probe structure is designed by cascaded-splicing a section of 5 mm no-core fiber with a single-mode fiber, where the high-order modal light is reflected on the surface of the no-core fiber and the low-order optical modes are independent on the environment. The two kinds of light modes are taken as the detection and reference optical signal, respectively. The concentration of ethanol gas was determined by analyzing the intensity change of interference spectrum. The ethanol sensitivity is effectively improved and reaches 6.2 × 10−4 dBm/ppm in the concentration of 0–200 ppm due to the introduction of ZnO nanosheets. Furthermore, the sensing performance is seriously dependent on the reasonable selection of the polymer, as well as the optimization of film coating process.