We observe the strong photorefractive (PR)-like effect in silica micro-fibers, which is different from the previously reported nonlinear behaviors in optical fiber devices. The micro-fiber is fabricated by tapering a standard silica single-mode fiber using the hydrogen flame. Two fiber Bragg gratings are fused at each end of the micro-fiber to form a Fabry–Pérot cavity, enabling us to observe the nonlinear dynamics. By situating the silica micro-fiber in a gas medium (i.e., N2, Ar, He, and air), we observe the remarkable PR-like effect, especially under the low-pressure condition below 80 Torr. In fact, the nonlinear effect increases with the reduced pressure as a power function. Such a nonlinear effect is also affected by the laser wavelength detuning rate, input laser power, and micro-fiber diameter. Finally, a nonlinear cavity dynamics model is adopted to well describe the observed nonlinear effect.