The excitation of surface field and evanescent enhancement in the graphene based optical waveguide have shown sensitive to the refractive index of surrounding media and potential applications in high-sensitivity biochemical sensing. In this paper, we investigate the graphene-coated microfiber Bragg gratings (GMFBGs) with different diameters for ammonia gas sensing. The maximum sensitivity with 6 pm/ppm is achieved experimentally when the microfiber’s diameter is ~10 μm. Moreover, by adjusting the diameter of the GMFBG, the sensing performance of the GMFBGs can be optimized. Experimental results indicate, when the diameter is range of 8~12 μm, the GMFBG shows the characteristics of high sensitivity, relative low attenuation, and large dynamic range.