A novel type of coreless side-polished fiber (CSPF) was investigated numerically and experimentally for sensing refractive index (RI). Numerical simulations and experiments found that multi-mode interference can be excited at the transitional section of coreless side-polished fiber, leading to resonant dips in transmission spectrum through such a CSPF. A red shift of such dips was observed due to increase in surrounding RI, whereby the CSPF can be used as RI sensor. Interestingly, by such a simple CSPF structure, ultra-high sensitivity of 7225nm/RIU for RI range of 1.432 to 1.434 was achieved in our experiment. As the CSPF can act as a versatile platform, the high sensitivity of the CSPF will open new opportunities for other high sensitive sensors and fiber devices.