We present the design, fabrication, and characterization of a multi-slot photonic crystal (PhC) cavity sensor on the silicon-on-insulator platform. By optimizing the structure of the PhC cavity, most of the light can be distributed in the lower index region; thus, the sensitivity can be dramatically improved. By exposing the cavities to different mass concentrations of NaCl solutions, we obtained that the wavelength shift per refractive index unit (RIU) for the sensor is 586 nm/RIU, which is one of the highest sensitivities achieved in a non-suspended cavity. Furthermore, the size of the sensing region of the reported sensor is only 22.8 μm × 1.5 μm, making the high-sensitivity PhC cavity sensor attractive for the realization of on-chip sensor arrays.