A sensitive hydrogen sensing device based on a selectively infiltrated photonic crystal fiber (PCF) coated with Pt-loaded WO₃ is demonstrated. With Pt-loaded WO₃ coating acting as the catalytic layer, hydrogen undergoes an exothermic reaction with oxygen and releases heat when the device is exposed to gas mixtures of air and hydrogen, which induces local temperature change in the PCF and hence leads to the resonant wavelength shift of the proposed device. The maximum wavelength shift of 98.5 nm is obtained with a 10-mm-long infiltrated PCF for 4% (v/v) H₂ concentration, and a hydrogen sensitivity of 32.3 nm/% (v/v) H₂ is achieved within the range of 1%-4% (v/v) H₂ in air.