In order to realize the measurement of the multi-dimensional force of the joints of the robot wrist, a Maltese cross-type fiber grating multi-dimensional force sensor is designed in this paper. The sensor consists of two circular rings, four equal cross-section cantilever beams distributed at 90° between the two rings and a fiber grating pasted on them. The sensing principles of the sensor are analyzed and the mechanical simulation analysis of the sensor is performed by ANSYS. The strain of the cantilever beam under the force of different parts of the sensor is studied, an experimental platform is built to perform the calibration experiment of the sensor, and the temperature compensation is studied. By making mathematical analysis on the simulation and test results, the relationship between the central wavelength shift and the force on the sensor is obtained. Experimental results show that the sensor can accurately measure the size and position of the wrist force within the error of 1.6%. Owing to its strong anti-interference ability and good stability, the sensor can be used in complex environments.