Based on a directly melting-collapsed tapered photonic crystal fiber (PCF), a novel Mach-Zehnder interferometer (MZI) sensor is proposed. The taper region is formed directly by arc discharge. By controlling the parameters and times of arc discharge, the taper geometry can be flexibly controlled. The output spectra under different taper lengths are discussed, and the relationship between the wavelength shifts and the refractive index(RI) is investigated. Experimental results show that with the increase of taper length, the free spectral range of MZI output spectrum decreases in the whole wavelength range, and decreases from 33.38 nm to 7.86 nm nearby 1554.34 nm. When the RI ranges from 1.3414 to 1.3862, the refractive index sensitivity of the sensor reaches 276.38 nm/RIU (RIU is refractive index unit).