Laser spectroscopy offers a significant tool for revealing specific molecular details with the desired accuracy and sensitivity. However, it poses challenges to maintain high sensitivity when targeting a micro‐region. Here, a dual‐enhanced photothermal approach is presented using a high‐finesse fiber Fabry–Pérot (F–P) cavity, tailored for highly sensitive chemical sensing with nanoliter‐scale light–matter interaction. A spheric surface (diameter: 50 µm, radius of curvature: 910 µm) is created on the fiber tip using focused ion beam milling. By adding a high‐reflectivity dielectric coating to the spheric surface, a fiber F–P cavity is obtained with a length of 473 µm and a finesse exceeding 4000. The intra‐cavity pump light within the gas‐filled fiber cavity generates a strong photothermal effect upon gas absorption. This effect induces phase modulation, which is amplified and detected by coupling a probe laser to the fiber cavity‐based interferometer. A minimum detection limit of 10 parts‐per‐billion (ppb) of C2H2 at 1530.37 nm is demonstrated using only 1 mW of pump power, corresponding to a normalized noise equivalent absorption coefficient of 9.1×10−11 cm−1∙W∙Hz−1/2. This platform breaks the bottleneck of ultrasensitive gas detection with a very short light–matter interaction length, promising significant advancements in microscale chemical analysis through optical investigations.