A liquid modified photonic crystal fiber (PCF) integrated with an embedded directional coupler and multi-mode interferometer is fabricated by infiltrating three adjacent air holes of the innermost layer with standard 1.48 refractive index liquids. The refractive index of the filled liquid is higher than that of background silica, which can not only support the transmitting rod modes but also the “liquid modified core” modes propagating between the PCF core and the liquid rods. Hence, the light propagating in the liquid modified core can be efficiently coupled into the satellite waveguides under the phase-matching conditions, resulting in a dramatic decrease of the resonant wavelength intensity. Furthermore, there is a multi-mode interference produced by modified core modes and rod modes. Such a compact ($～0.91\mathrm{cm}$) device integrated with an embedded coupler and interferometer is demonstrated for high-sensitivity simultaneous temperature ($～14.72\mathrm{nm}/°\mathrm{C}$) and strain ($～13.01\mathrm{pm}/\mu$) measurement.