A Mach-Zehnder Interferometer (MZI) liquid sensor, employing ultra-compact double-slot hybrid plasmonic (DSHP) waveguide as active sensing arm, is developed. Numerical results show that extremely large optical confinement factor of the tested analytes (as high as 88%) can be obtained by DSHP waveguide with optimized geometrical parameters, which is larger than both, conventional SOI waveguides and plasmonic slot waveguides with same widths. As for MZI sensor with 40μm long DSHP active sensing area, the sensitivity can reach as high value as 1061nm/RIU (refractive index unit). The total loss, excluding the coupling loss of the grating coupler, is around 4.5dB.