We have proposed a high sensitive photonic crystal fiber (PCF) strain sensor based on the Mach-Zehnder interferometer (MZI). The sensing head is formed by all-fiber in-line single mode-multimode-photonic-crystal-single mode fiber (SMPS) structure, using only the splicing method. Such a strain sensor exhibited a high sensitivity of −2.21 pm/με within a large measurement range of up to 5000 με and a large fringe visibility of up to 24 dB. Moreover, it was found that the strain sensitivity was weekly dependent of the length of PCF or MMF. In addition, the sensor exhibited the advantages of simplicity of fabrication, high sensitivity and larger fringe visibility.