We report an in-reflection photonic crystal fiber (PCF) interferometer which exhibits high sensitivity to different volatile organic compounds (VOCs), without the need of any permeable material. The interferometer is compact, robust, and consists of a stub of PCF spliced to standard optical fiber. In the splice the voids of the PCF are fully collapsed, thus allowing the excitation and recombination of two core modes. The device reflection spectrum exhibits sinusoidal interference pattern which shifts differently when the voids of the PCF are infiltrated with VOC molecules. The volume of voids responsible for the shift is less than 600 picoliters whereas the detectable levels are in the nanomole range.