A fiber in-line Mach-Zehnder interferometer is fabricated through selective infiltrating of two adjacent air holes of the innermost layer in the solid core photonic crystal fiber, assisted by femtosecond laser micromachining. The liquid infiltrated has higher refractive index than that of the background silica, and, hence, the two rods created can support a guide mode with lower effective refractive index than that of silica. The interference is produced by the fiber fundamental mode and the guide mode. The free spectral range (FSR) of the interferometer is found to be dependent on the photonic crystal fiber length, and a large FSR corresponds to a short photonic crystal fiber length. Such an interferometer device is robust and exhibits extremely high temperature sensitivity (∼7.3 nm/°C for the photonic crystal fiber length of 3.4 cm) and flexible operation capability.