A compact in-fiber Mach-Zehnder interferometer comb-filter is demonstrated by splicing a section of twin-core fiber (TCF) between two single mode fibers (SMFs). The temperature and strain induced wavelength shifts of the interference fringes are experimentally monitored. Redshift (i.e., wavelength shifts to the longer wavelength side) is observed with sensitivity of about 0.037 nm/°C for increased temperature, whereas blueshift (i.e., wavelength shifts to the shorter wavelength side) is observed with sensitivity of about 0.866 pm/µε for applied strain changes. This device is relatively simple to fabricate and expected to have applications in high temperature or strain fiber optic sensors and the multi-wavelength fiber lasers.