A novel, to the best of our knowledge, mid-infrared chalcogenide (ChG) on magnesium fluoride (MgF2) waveguide gas sensor was fabricated by using the lift-off method. MgF2 was used as a lower cladding layer to increase the external confinement factor for enhancing light-gas interaction. Wavelength modulation spectroscopy (WMS) was used in carbon dioxide (CO2) detection at the wavelength of 4319 nm (2315.2cm-1). The limit of detection for the 1-cm-long sensing waveguide based on WMS is ∼0.3%, which is >8 times lower than the same sensor using direct absorption spectroscopy (DAS). The combination of WMS with the waveguide gas sensor provides a new measurement scheme for the performance improvement of on-chip gas detection.