Use of Fiber Bragg Grating (FBG) sensor is very appealing for sensing low temperature and strain in superconducting magnets because of their miniature size and the possibility of accommodating many sensors in a single fiber. The main drawback is their low intrinsic thermal sensitivity at low temperatures below 120 K. Approaching cryogenic temperatures, temperature changes lower than a few degrees Kelvin cannot be resolved, since they do not cause an appreciable shift of the wavelength diffracted by a bare FBG sensor. To improve the thermal sensitivity and thermal inertia below 77 K, the Bare FBG (BFBG) sensor can be coated with high thermal expansion coefficient materials. In this work, different metal were considered for coating the FBG sensor. For theoretical investigation, a double layered circular thick wall tube model has been considered to study the effect on sensitivity due to the mechanical properties like Young’s modulus, Thermal expansion coefficient, Poisson’s ratio of selected materials at a various cryogenic temperatures. The primary and the secondary coating thickness for a dual layer metal coated FBG sensor have been determined from the above study. The sensor was then fabricated and tested at cryogenic temperature range from 4-300 K. The cryogenic temperature characteristics of the tested sensors are reported.