We demonstrate a fiber in-line Mach-Zehnder interferometer based on dual internal mirrors formed by a hollow sphere pair and fabricated by femtosecond laser micromachining together with the fusion splicing technique. The hollow sphere surface adjacent to the fiber core can reflect part of the incident light beam to the air-cladding interface, where the light beam is reflected again before returning to the fiber core by another hollow sphere surface and recombining with the light beam remaining in the fiber core. Such an interferometer is miniature and robust, and is sensitive to environmental variations and allows simultaneous surrounding refractive index, temperature, and curvature measurement.