A tuning fork gyroscope (TFG) with orthogonal thin-walled round holes in the driving and sensing directions is proposed to improve sensitivity. The thin walls formed by through holes produce stress concentration, transforming the small displacement of tuning fork vibration into a large concentrated strain. When piezoelectric excitation or detection is carried out here, the driving vibration displacement and detection output voltage can be increased, thereby improving sensitivity. Besides, quadrature coupling can be suppressed because the orthogonal holes make the optimal excitation and detection positions in different planes. The finite element method is used to verify the benefits of the holes, and the parameters are optimized for better performance. The experimental results show that the sensitivity of the prototype gyroscope with a driving frequency of 890.68 Hz is 100.32 mV/(°/s) under open-loop driving and detection, and the rotation rate can be resolved at least 0.016 (°/s)/Hz, which is about 6.7 times better than that of the conventional TFG. In addition, the quadrature error is reduced by 2.7 times. The gyroscope has a simple structure, high reliability, and effectively improves sensitivity, which is helpful to guide the optimization of piezoelectric gyroscopes and derived MEMS gyroscopes.