We report a photonic crystal fiber (PCF) in-line Mach-Zehnder interferometer used as a gas sensor device which exhibits high sensitivity to the explosive trinitrotoluene (TNT). The interferometric sensor head is formed by embedding a segment of large-mode-area/grapefruit PCF between standard single-mode fibers via butt coupling, which produces two small air gaps in between terminated fiber ends with ceramic ferrule connectors as coupling regions, which also serve as inlet/outlet for the gas. The spectral response of the interferometer is investigated in terms of its wavelength spectrum. The selectivity to TNT vapor is achieved by immobilizing a molecular recognition ployallylamine layer on the inner surface of the holey region of the PCF. The TNT-induced variations of the interference fringes are measured and the sensing capability of the proposed sensor is demonstrated experimentally.