We propose simple and compact methods for implementing all-fiber interferometers. The interference between the core and the cladding modes of a photonic crystal fiber (PCF) is utilized. To excite the cladding modes from the fundamental core mode of a PCF, a coupling point or region is formed by using two methods. One is fusion splicing two pieces of a PCF with a small lateral offset, and the other is partially collapsing the air-holes in a single piece of PCF. By making another coupling point at a different location along the fiber, the proposed all-PCF interferometer is implemented. The spectral response of the interferometer is investigated mainly in terms of its wavelength spectrum. The spatial frequency of the spectrum was proportional to the physical length of the interferometer and the difference between the modal group indices of involved waveguide modes. For the splicing type interferometer, only a single spatial frequency component was dominantly observed, while the collapsing type was associated with several components at a time. By analyzing the spatial frequency spectrum of the wavelength spectrum, the modal group index differences of the PCF were obtained from to . As potential applications of the all-PCF interferometer, strain sensing is experimentally demonstrated and ultra-high temperature sensing is proposed.