Based on the novel ultra-long-period fiber grating (ULPFG) written by the high-frequency CO2 laser pulses, a new high-sensitivity refractive index sensor with temperature self-compensating is proposed. The theoretical and experimental results show that different shining order resonant peaks of the ULPFG have different temperature and refractive index sensitivities. Especially, it is found that there appears one resonant peak of ULPFG insensitive to the refractive index, which offers the potential application for simultaneous temperature measurement and can compensate the measurement errors induced by temperature change when other resonant peaks are measured. This refractive index sensor is simple, with a low cost, good strength and high sensitivity, when the surrounding refractive index varies in the range of 1.43～1.45, the refractive index measurement has a sensitivity of 240 nm/per unit refractive index, which has great potentials in industry applications.