Fiber-optic Fabry-Perot (F-P) sensors are widely investigated because they have several advantages over conventional sensors, such as immunity to electromagnetic interference, ability to operate under bad environments, high sensitivity and the potential for multiplexing. A new method to fabricate micro-cavity Fabry-Perot interferometer is introduced, which is fusion splicing a section of conventional single-mode fiber (SMF) and a section of hollow core or solid core photonic crystal fiber (PCF) together to form a micro-cavity at the splice joint. The technology of fusion splicing is discussed, and two miniature optical fiber sensors based on Fabry-Perot interference using fusion splicing are presented. The two sensors are completely made of fused silica, and have good high-temperature capability.