A differential absorption system based double fiber Bragg gratings(FBG) system for sensing acetylene is proposed. In this system the reflected light from FBG is used as the probing light to detect acetylene. By the introduction of a reference FBG, the noise from the light path is reduced greatly, so that the weak responding signals buried in the strong background signal can be picked out. Furthermore, by using digital filter, undesirable low-frequency periodic interference in the collected signal is removed, which makes the system more reliable and stable. The experimental results show that the system has high sensing sensitivity in detecting acetylene and the lowest detection limit is 25×10-6. The proposed system has great potential for developing multi-gas sensing system in the future research work.