In this letter, a highly sensitive bending sensor based on an embedded multimode D-shaped long period fiber grating (EMD-LPFG) is proposed. The novel sensor is applied to carry out vector bending measurement. The proposed LPFG is fabricated by polishing on the prepared structure which is formed by periodically splicing between single mode fiber (SMF) and multimode fiber (MMF). Since the cross section of the embedded MMF is D-shaped, we named it EMD-LPFG. Due to the asymmetric modulation of the refractive index on the fiber by the CO2 laser, the sensor has the ability to distinguish the bending directions, and the MMFs provide higher bending response. The experimental transmission spectrum can match the simulation results well. The experimental results show that the average bending sensitivities in three orthogonal directions are 70.21 nm/m-1 (0°), 9.75 nm/m-1 (90°), -12.04 nm/m-1 (180°) and 9.98 nm/m-1 (270°), respectively. Meanwhile, the temperature sensitivity is 30 pm/°C in the range of 25 °C to 75 °C. According to the ultra-compact structure with the total length of 2.5 mm, high bending sensitivity and ability to distinguish the bending direction, the novel sensor has potential in bending measurement.