An optical cavity can be utilized as an excellent transducer for highly sensitive gas detection with the application of photothermal spectroscopy, featuring the beneficial property of an ultra-low absorption volume within a rugged sensing element. We report the novel implementation of balanced detection in Fabry-Perot photothermal interferometry via two identical 1 mm-spaced cavities. That way, excess noise limiting the sensitivity of previous cavity-based photothermal sensors was effectively rejected close to the fundamental limit of shot noise. A quantum cascade laser served as mid-infrared excitation source to induce refractive index changes in the sample, and a near-infrared fiber laser served as probe source to monitor the photo-induced variations. The metrological qualities of the sensor were investigated by SO2 detection. For the targeted absorption band centered at 1380.93 cm-1, a 5 ppbv minimum detection limit was achieved with a 1 s integration time, corresponding to a normalized noise equivalent absorption of 7.5 × 10-9 cm-1 W Hz-1/2. Additionally, the sensor showed excellent long-term stability, enabling integration times of a few thousand seconds.