We report a multicomponent gas sensor based on hollow-core fiber (HCF) photothermal spectroscopy with frequency-division multiplexing (FDM). A single antiresonant HCF (AR-HCF) is used as the gas cell, which supports broadband transmission from near-infrared (NIR) to mid-infrared (MIR), covering the absorption lines of water vapor (H2O) at 1.39 μm, carbon dioxide (CO2) at 2.00 μm, and carbon monoxide (CO) at 4.60 μm. The NIR and MIR pump lasers at the above wavelengths are coupled into the AR-HCF from the opposite ends and modulated at 7.5, 8.0, and 8.5 kHz, respectively, to produce photothermal phase modulations at different frequencies. A common probe Fabry-Perot interferometer at 1.55 μm is adopted to detect the phase modulations, which are demodulated simultaneously using three lock-in amplifiers at the respective second harmonic frequencies. With a 13-cm-long AR-HCF, simultaneous detections of H2O, CO2, and CO are demonstrated with the limits of detection (LODs) of 2.7 ppm, 25 ppb, and 9 ppb for 1 s lock-in time constant, respectively. The LODs go down to 222, 1.5, and 0.6 ppb, respectively, for 1000 s averaging time. The photothermal signals of CO and CO2, which are humidity-level dependent, are well calibrated by use of the measured H2O signal. The multicomponent gas sensor is compact in configuration and shows good stability with signal fluctuation less than 1.7% over 2 h.