Theoretical and experimental research of gas sensing technique is one of the focus in modern fiber sensing area. Wavelength modulation and active intra-cavity methods are two effective ways which increase the sensitivity obviously. Combined with these two methods, an intra-cavity gas sensing system based on wavelength modulation technique (WMT) is established. The relationship between the second-harmonic component of gas absorption spectra and concentration is investigated. And then the optimized parameters of the system are obtained theoretically and experimentally. The second-harmonic components of several gas absorption spectra can be detected. And the average algorithm is used to increase the sensitivity further. The sensitivity of acetylene can be less than 7.5×10-5. With fiber Bragg grating (FBG) as wavelength reference, the wavelength-voltage relationship model of the system can be established. This model can be used to detect the absorption wavelength of different gases. When the system is used to measure acetylene, the maximum absolute error of the detected absorption wavelength is less than 0.445 nm.