This letter presents a side-hole fiber-based extrinsic Fabry-Perot interferometric (EFPI) sensor whose cavity was filled with sulfur hexafluoride (SF6) for in situ power transformer partial discharge detection. The Fabry-Perot cavity was formed by a polished thin diaphragm and a cleaved side-hole fiber that were thermally fused onto a fused silica ferrule. The cavity was first vacuumed and then inflated with 300-kPa SF6 through the fiber side holes to increase its resistance to electric stress. Experimental results show that the sensor filled with SF6 was able to withstand electric stress of at least 10 kV/mm (ac root-mean-square value) in transformer oil, three times larger than that of a traditional air-filled EFPI sensor.