As Atomic Force Microscope can only measure the outside surface of a capsule in the Inertial Confinement fusion (ICF) , a high precision, non-contact, miniaturized Laser Differential Confocal Sensor (LDCS) is developed. Based on the differential confocal principle, the sensor positions respectively the test points on the outer surface, inner surface and spherical center of the ICF capsule in sequence by the absolute zero point of a laser differential axial intensity curve. Then it implements the high-precision measurement of the ICF capsule by combing with the high precision displacement sensor. This method reduces the influences of the surface reflectivity and tilt of the capsule and other factors on pointing characteristics and improves the anti-interference ability. Combining the traditional microscopic imaging and differential confocal optical path organically, the precision pointing is achieved. Theoretical analysis and preliminary experiments indicate that the axial resolution of LDCS is better than 5 nm, the standard deviation of absolute zero is 10 nm and the signal to noise ratio is better than 1160 when the Numerical Aperture(NA) is 0.65. The sensor provides a new way for measuring capsules in the ICFs.