In this paper, a sub-wavelength metal-insulator-metal (MIM) waveguide structure is proposed by using a cross-shape rectangular cavity, of which wings are coupled with two rectangular cavities. Firstly, a cross-shape rectangular cavity is placed between the input and output MIM waveguides. According to the mutual interference between bright and dark modes, three Fano resonant peaks are generated. Secondly, by adding a rectangular cavity on the left wing of the cross shaped one, five asymmetric Fano resonance peaks are obtained. Thirdly, six asymmetric Fano resonance peaks are achieved after adding another cavity on the right wing. Finally, the finite-difference-time-domain (FDTD) method and multimode interference coupled-mode theory (MICMT) are used to simulate and analyze the coupled plasmonic resonant system, respectively. The highest sensitivity of 1 000 nm/RIU is achieved.