We demonstrate a compact middle-wave IR (MWIR) Fabry-Perot (FP) interferometer by replacing the traditional distributed Bragg reflectors consisting of thick multilayer films with two identical metallic subwavelength gratings. The transmission efficiency, resonance peak position, and finesse of the FP interferometer can be controlled by tuning the structural parameters. The performance of the MWIR FP interferometer is verified by experiment, which shows its potential application as, for example, narrowband MWIR filter for gas detection.