An in-fiber Michelson interferometric sensor was presented by fabricating a concavity on the end face of a single mode fiber using a single CO2 laser pulse. Reflected beams from the bottom and air-cladding boundary of the concavity are coupled into the fiber core and superimpose to generate a two-beam in-fiber Michelson interferometer. Compared with other laser-machining methods where multiple scanning cycles with precise manipulation are needed, the proposed method is more straightforward because only a single laser pulse is used to construct the sensor. The concavity constructed by the CO2 laser is very smooth, and its shape could be controlled flexibly by changing the position of the single mode fiber and the parameters of the CO2 laser pulse, so the fringe visibilities of the proposed sensors could be more than 15 dB, which is higher than that of the most reported laser-machining in-fiber Michelson interferometers. The proposed sensor was demonstrated by measuring the temperature with a sensitivity of 11.13 pm/°C. Furthermore, the proposed device is compact (<100 µm), economical, and robust. These advantages make it a promising candidate in practical applications.