This paper presents a fibre cavity ring down spectroscopy probed by Rayleigh scattering optical frequency domain reflectometry (OFDR), which provides spatial location of stimuli and improved signal to noise ratio for distributed sensing measurements. A section of optical fibre was integrated into an active fibre ring cavity with optical gain and interrogated by the OFDR system for 11 cycles with a single laser scan. Through the cavity ring down configuration, root-mean-squared (RMS) noise of distributed temperature and strain measurements was reduced to 6.9 mK and less than 0.1 με, respectively for 1-cm spatially resolved measurements. Our work shows that the active fibre cavity configuration can be combined with distributed fibre sensing schemes to achieve both high spatial resolution and high sensitivity measurements.