A surface plasmon resonance (SPR) sensing system based on the optical cavity enhanced detection technique is experimentally demonstrated. A fiber-optic laser cavity is built with a SPR sensor inside. By measuring the laser output power when the cavity is biased near the threshold point, the sensitivity, defined as the dependence of the output optical intensity on the sample variations, can be increased by about one order of magnitude compared to that of the SPR sensor alone under the intensity interrogation scheme. This could facilitate ultra-high sensitivity SPR biosensing applications. Further system miniaturization is possible by using integrated optical components and waveguide SPR sensors.