In this work an Intrinsic Fabry-Perot Interferometer (IFPI) based on an air-microcavity is presented. Here the air microcavity, with silica walls, is formed at a segment of a hollow core photonic crystal fiber (HCPCF), which is fusion spliced with a single mode fiber (SMF). Moreover, the spectral response of the IFPI is experimentally characterized and some results are provided. Finally, the viability to use the IFPI to implement a simple, compact size, and low cost refractive index sensor is briefly analyzed.