Cascaded long-period fiber gratings (CLPFGs) with film coating is highly sensitive to the film refractive index and surrounding refractive index, so it can be used as gas sensor or solution concentration sensor. The ratio between the relative change of interference peak wavelength of CLPFGs with film coating and relative change of the film refractive index, and the ratio between the relative change of interference peak wavelength of CLPFGs with film coating and relative change of the surrounding refractive index under different film thickness are numerically calculated using couple-mode theory and transfer matrix method. By choosing appropriate film thickness, we can obtain higher sensitivity. Data simulation shows that the sensitivity to film refractive index and surrounding refractive index is predicted to be 10-5.