A graphene coated microfiber Bragg grating (GMFBG) for gas sensing is reported in this Letter. Taking advantage of the surface field enhancement and gas absorption of a GMFBG, we demonstrate an ultrasensitive approach to detect the concentration of chemical gas. The obtained sensitivities are 0.2 and 0.5 ppm for NH3 and xylene gas, respectively, which are tens of times higher than that of a GMFBG without graphene for tiny gas concentration change detection. Experimental results indicate that the GMFBG-based NH3 gas sensor has fast response due to its highly compact structure. Such a miniature fiber-optic element may find applications in high sensitivity gas sensing and trace analysis.