To further improve the performance of cavity-enhanced spectroscopy systems, a high-quality U-cavity system was established. In the process of the experiment, an asymmetric ripple effect, which is different from the previous etalon effect, was found, which seriously affects the performance of the spectral system. This unique phenomenon mainly manifests in the different amplitudes of the fluctuations of the spectral curves measured by the folding mirror and the end mirror in the U-cavity system. Based on multi-beam interference theory, we analyzed the characteristics of the transmission spectrum of each mirror in the presence of the etalon effect at the end mirror, and obtained the following conclusions: for the U-cavity system, the strength of the etalon effect of each mirror is inversely proportional to its transmission loss value, that is, the larger the loss, the smaller the ripple of the transmission spectrum, and vice versa. In order to eliminate this effect, the most effective way is to eliminate the etalon effect caused by the light feedback of the end mirror. After improving the system, the minimum detectable absorption coefficient of αmin=8.33×10−9cm−1 is obtained with this U-shape Optical Feedback Cavity-Enhanced Absorption Spectroscopy. These works are valuable references for the design of folded Cavity-Enhanced Absorption Spectroscopy systems and have potential for laser wavelength calibration and measurement of a mirror’s reflectance.