Based on the non-resonant photoacoustic spectroscopy and the non-porous membrane oil-gas separation theory, we design a miniature detection module by integrating a photoacoustic gas sensor with an oil-gas separation membrane to satisfy the demand for online monitoring of the oil-immersed power transformer. This design can be realized by combining a polytetrafluoroethylene propylene (FEP) polymer membrane with a diameter of 40 mm with a photoacoustic chamber with a volume of only 0.3 mL. The designed module exhibits a small size, short oil-gas separation time, and real-time online detection. When the fault characteristic gas dissolved in the oil diffuses into the gas chamber, the techniques such as near-infrared laser photoacoustic spectroscopy, wavelength modulation, and second-harmonic detection are used to achieve high-sensitivity gas detection. The experimental detection results of the characteristic C₂H₂ gas prove that an oil-gas separation balance in the oil sensing system with dissolved gas can be realized within 3 h at an oil temperature of 60 ℃. Furthermore, the measurement error is within ±30% for the C₂H₂ gas dissolved in oil with a volume fraction of 10 ^-6.