In this paper, we proposed a novel zeolite thin film-coated spherical end face fiber sensor for detecting formaldehyde. The proposed sensor comprise of the fiber's spherical end-face covered with a layer of zeolite thin film. The zeolite film and spherical end face constituted an arc-shaped inline Fabry-Perot cavity, which improved the interference performance. The concentration of formaldehyde was measured by monitoring the wavelength shift and intensity change of F-P interference which induced by the formaldehyde adsorption of the zeolite film. Experimental results showed that the sensitivity was about 5 pm/ppm when the concentration ranged from 0 ppm to 6000 ppm. The sensitivity for the intensity at 1541.9 nm was 0.002 dB/ppm in the concentration range from 0 ppm to 4000 ppm. The sensitivities for the intensity at 1577.1 nm were −0.001 dB/ppm in the concentration range from 0 ppm to 3000 ppm and −0.003 dB/ppm in the concentration range from 3000 ppm to 6000 ppm. The OSA with a 0.02nm measurement precision was used in our experiments, so the precision could reach about 4 ppm in the concentration range from 0 to 6000 ppm.