The study on the heating fusion welding between the ultra-thin fused silica glass with 25 μm-thickness and the end face of the fused silica capillary tube is carried by using low power CO2 pulse laser with a pulse frequency of 40 kHz. The duty ratio, the defocus laser preheating and the defocus laser annealing impacting on the heating fusion welding of the fused silica glass are researched and analyzed. The results show that a duty ratio of 37% can perform perfectly the no penetration, sealing and firm welding between the ultra-thin fused silica glass and the fused silica capillary tube. For the welding without crack or split of the ultra-thin fused silica glass, the preheating of the +2 mm defocus pulse laser with a duty ratio of 20% plays a key role. The annealing of the -2 mm defocus pulse laser with an appropriate duty ratio can release the residual thermal stress produced in the process of the heating fusion welding in the ultra-thin fused silica glass, enhancing the performance of the fused silica device. The pressure and temperature linearity of the fiber-optic Fabry-Pérot sensor welded perfectly by the CO2 laser are 0.9995 and 0.9991, respectively, and their repeatabilities are good.