We propose a plastic optical fiber (POF) with a multi-notched structure as a long-period grating for refractive index (RI) sensing. A new approach to modify the structure of POFs with enhanced RI sensitivity was carried out. The multi-notched structure was made on the surface of the fiber by pressing a thread rod against the POF. The RI sensing performances for straight and macro-bending (U-shaped) POFs with this structure were studied. It is found that the POF probes with straight multi-notched structures were not sensitive enough for RI measurements. After bending the multi-notched structure into U-shaped probes, the RI sensing performance was improved markedly. By altering the structural parameters, the RI sensing performance of the U-shaped POF probes with multi-notched structures were optimized, and the highest sensitivity of 1130%/RIU with a resolution of 8.44×10-4RIU in the RI range of 1.333-1.410 was obtained. In addition, the characteristic of the temperature dependence of the sensor was presented. The probe is a low-cost solution for RI sensing purpose, which has the features of simple structure, easy fabrication, compact size, and intensity modulation at visible wavelengths.