A photonic crystal fiber surface plasmon resonance sensor based on a double-layer membrane structure is designed and analyzed. In the simple sensing structure with only one air hole size, TiO2 and Au layers with specific thicknesses are sequentially coated on the optical fiber to form a double-layer structure. The sensing characteristics of the double-layer membrane structure are studied by the finite element method. Compared to the single-layer membrane structure, the double-layer membrane sensor has significant sensing properties such as a better wavelength sensitivity and a smaller full width at half maximum in the loss spectrum. In the refractive index range between 1.37 and 1.43, the maximum wavelength sensitivity and average wavelength sensitivity of the sensor are 19,900 nm/RIU and 7417 nm/RIU, respectively, and the resolution can be up to 5.03×10−6RIU. The proposed photonic crystal fiber optic sensor achieves high performance with a simpler sensing structure than previous photonic crystal fiber optic sensors, and eliminates the step of polishing, which will greatly reduce the difficulty of actual fabrication and the error due to uneven polishing. The results show that the photonic crystal fiber optic sensor with a double-layer membrane structure has excellent performance. Due to its high sensitivity and resolution, it has great potential for applications in environmental monitoring, biosensing and chemical sensing.