We use femtosecond laser pulses to evenly drill seven micro-holes along the fiber core in a single mode fiber, forming a long period fiber grating (LPFG) with a grating period of 520 μm, and each micro-hole has an aperture of about 15 μm. Then, LPFG is placed in a polydimethylsiloxane (PDMS) solution and fill each micro-holes with the PDMS solution. After filling PDMS, LPFG exhibits three distinct resonance peaks in the range of 1380 nm to 1560 nm, and the corresponding wavelengths are 1405.0 nm, 1469.6 nm, and 1517.8 nm, with intensities of −16.4 dB, −15.4 dB, and −14.6 dB, respectively. Due to the high thermal expansion coefficient, thermal optical coefficient, elastic optical coefficient and good elastic deformation of PDMS, the sensitivity of LPFG filled with PDMS to temperature and air pressure has been greatly improved. The experimental results show that after filling with PDMS, the sensitivity of LPFG to temperature increased from 22.5 pm/°C to −284.9 pm/°C, an increase of 12.7 times. And LPFG has increased its sensitivity to gas pressure from zero to −2.23 nm/MPa. In addition, LPFG also has good repeatability and stability, and a short response time. This method of using micro-holes to prepare LPFG and filling polymer materials in micro-holes to improve the mechanical strength and sensitivity of LPFG has certain novelty, and this sensor design scheme also has certain practical application value.