Optical fibre Fabry-Perot interferometers (FPIs) composed by different ultracompact size cavities were fabricated in SMF-28 fibers by using femtosecond (fs) laser micromachining assisted with hydrofluoric (HF) acid. This is made possible due to the high spatial resolution obtained from a non-linear absorption process triggered by the fs-laser exposure. The proposed structures consist of refractive index modified areas written longitudinally from bottom to top by a fs-laser beam that is focused with a 100× oil immersion lens. Then, the inscribed fiber was immersed in a 10 % HF acid solution for 105 minutes. Different FPI structures were developed in the fiber core region, following the same protocol as before, resulting in single open cavities with optical paths from 15 μm to ~ 23 μm length. Inline dual cavities, each with the same optical path but separated by ~ 8 μm length of unmodified fibre core, and a 23 μm wide single FPI cavity followed by an 8000 μm fibre optic cleaved facet were also fabricated. This last configuration results on a convolution of multiple interferences with high and low frequencies capable to monitor different parameters. All the configurations were tested to gas pressure variation and when submitted to different controlled gaseous environments, namely 100% of N2 and 50 % of CH4/N2 achieving sensitivities in the order of 4 nm/MPa and 4.8 nm/MPa, respectively, in pressure range 0-1 MPa with self-temperature compensation. In conclusion, we presented the simultaneous measurement of gas pressure and temperature in the case of the single FPI cavity followed by an 8000 μm fibre optic cleaved facet. Given the preliminary results presented, further research is necessary to improve the performance of such FPIs sensor, for instance, optimization of the cavities sizes for achieving refractive index measurements is still to be done, as well as a more thorough optical characterization.