We propose and demonstrate a miniature Fabry-Perot interferometer (FPI) based on a movable microsphere reflector. The movable microsphere acts as a good reflector, with the reflections occurring at the spliced single-mode fiber/hollow-core fiber interface and the surface of a microsphere, resulting in two-beam interference. The silica microsphere is formed at the tip of a half-tapered optical fiber, and its diameter can be reduced to miniaturize the FPI. The movable microsphere interferometer exhibits a highly linear response to external displacement change, and a high displacement sensitivity of 11.9 pm/nm with a nanoscale resolution of 1.7 nm is achieved. Wide-range displacement can also be measured by monitoring the changes in the free spectral range of the reflection spectrum. Therefore, this miniaturized FPI may find use in applications in nano-displacement measurement fields, and the concept of a movable microsphere reflector is of great significance for the miniaturization of micro-photonic devices.