Multi-parameter sensing in the form of sensor arrays functionalized with multiple receptors, is an approach for attaining selectivity in sensing. We have demonstrated a novel fiber sensor based on an etched Bragg grating whose core is coated with materials such as polyelectrolytes, carbon nanotubes, and polyallylamine-amino-carbon nanotubes, and can be used for detecting gases, pH, humidity, refractive index, proteins and other biomolecules. In this approach, the target molecules interact with the functionalized core of the etched FBG resulting in a change in the effective refractive index of the fiber core leading to a subsequent shift in the Bragg wavelength. The experimental data shows that the wavelength shift varies linearly with the concentration of the target analyte. Besides being reproducible and repeatable, the technique is fast, compact, and highly sensitive.