A novel self-referencing surface plasmon resonance (SPR) biosensor for detection of transferrin is demonstrated using a micro-capillary as the sensing element. The biosensor employs the SPR mode as a measuring signal and the Fabry-Perot (FP) mode as a referencing signal. The SPR mode is generated in the gold film that is coated on the outside of the capillary; instead, the FP mode is excited in the capillary, which is filled with de-ionized water. The FP mode is sensitive to temperature and insensitive to refractive index, which can be used as a referencing signal to compensate the effects caused by the temperature fluctuation. The sensor provides a high sensitivity of 1783.943 nm/RIU (refractive index unit) and a resolution of about 7.287×10-5 RIU. The self-referencing biosensor was applied to measurement of transferrin protein. It can monitor the interaction of transferrin protein with anti-transferrin in real time (0-5.228 μM). The simple and low-cost SPR sensor can be used for highly sensitive self-referencing biosensing for further investigations.