To eliminate the temperature effect of Fiber Bragg Gratings(FBGs),a new thermal stress compensation mechanism and an online-forming technology are presented to design and manufacture a novel FBG strain sensor. The sensor can not only compensate temperature drifts,but also can enhance the stain sensitivity,so the weak adhesion and glue aging in packaging processing is improved. Especially,the sensor can be used in the stress measurement that can not be realized by traditional temperature compensating sensors. The experimental results indicate that the sensor provides good abilities of temperature compensation and strain sensitivity in 20-40 ℃. In measurement ranges,it shows a near zero shift and a high strain sensitivity of 1.69 pm,which is 1.4 times that of bare FBGs in the proposed self-compensated package and is coincident with the theoretical calculation well. These results prove that the sensor resolves some difficulties existed in optical fiber sensing fields,for it has temperature compensated functions and strain-testing functions simultaneously.