Metallic nanostructure arrays have been highlighted by their tremendously promising applications, such as biosensors, light harvesting, and fluorescence enhancement. To reach the aim of obtaining an inexpensive gold elliptic nanocavity array (GENA) biosensor, which has high refractive index sensitivity, the two-photon nanolithography, with the advantages of high resolution, low cost, time-saving, etc., is used to fabricate GENAs. The characteristics of these GENA biosensors are experimentally and theoretically investigated. A finite-difference time-domain method is applied to analyze the GENAs' localized surface plasmon resonance modes in the transmission spectra of GENAs and steady-state field intensity distributions. The refractive index sensitivities of the GENAs are characterized by the transmission spectra of GENAs in water and varied concentrations of NaCl solution. The results illustrate that the GENA biosensor under coupled mode sensing has high refractive index sensitivity, which reaches 562 nm/RIU.