A optical fiber strain sensor based on in-line Mach-Zehnder interferometer is proposed. The in-line Mach-Zehnder interferometer is fabricated by simply splicing a section of thin-core fiber between two single-mode fibers (SMFs). When the light couples into the thin-core fiber, part of the light couples into the core of the thin-core fiber and propagates as the core mode. While part of the light couples into the cladding of the thin-core fiber, and many cladding modes are excited. The lights at the core mode and the cladding modes in the thin-core fiber are prone to interference when recoupling into the SMF. By interrogating the wavelength shifts of the interference spectrum, the strain sensor is demonstrated. A strain sensitivity of -1.83 pm/με is achieved within the measurement range from 0 to 2000 με. The experimental results agree well with theoretical analyses. This strain sensor has the advantages of small size, simple fabrication, and high sensitivity.