This paper proposes a biosensor based on side-hole fibers (SHF) formed by the structure of single-mode fiber (SMF)-coreless fiber (CLF)- SHF-CLF-SMF for the detection of bovine serum albumin (BSA). Among the fibers, the SHF’s misalignment splicing makes one hole exposed, which is very sensitive to the change of the external environment. Due to the unique structure of the SHF, two Mach-Zehnder interferences (MZI) are generated in this fiber sensor, which further improves the sensitivity of the sensor. Experiments show that the refractive index (RI) sensitivity of this sensor reaches 13421.638 nm/RIU, and for the BSA concentration detection, the sensitivity reaches 2.413 nm/(mg/ml). The proposed biosensor is simple, easy to manufacture, cost-effective, and can be used for many chemical and biological analyses.