In this research, we proposed fabrication process of optical fiber sensors using femtosecond laser and their applications. A beam of femtosecond laser was focused by an objective lens in the optical fiber. By testing different conditions, a group of machining parameters was found that achieve a minimum machining resolution of 3.2 μm. To ablate the core of the optical fiber, which is buried deep inside the cladding, precisely, part of the cladding was removed to expose the core as close as possible to the air. By making a complex pattern to modify the optical path of the laser inside an optical fiber, a sensitivity of 942.8–1015.6 nm per refractive index unit (nm/RIU) was obtained for liquid refractive index sensing. For another sensor, a sensitivity of 1.38 × 105 nm/RIU was obtained, which is high enough to detect small amount of refractive index change of air. It is known to be the first time that we fabricated a complex microstructure in an optical fiber to modify the propagation of the light using femtosecond laser. This research shows the possibility of a complex modification of light in an optical fiber using laser machining.