A compact fiber-optic Fabry-Perot (F-P) cavity for a sensor is designed based on a sandwich structure, adopting direct bonding of quartz glass. The reflective F-P cavity is manufactured by a fiber optic with a quartz glass ferrule and the sandwich structure with an air cavity, which is achieved by direct bonding of quartz glass. This fabrication process includes plasma surface activation, hydrophilic pre-bonding, high-temperature annealing, and dicing. The cross section of the bonding interface tested by a scanning electron microscope indicates that the sandwich structure is well bonded, and the air cavity is not deformed. Experiments show that the quality factor of the F-P cavity is 2711. Tensile strength testing shows that the bond strength exceeds 35 MPa. The advantage of direct bonding of quartz glass is that high consistency and mass production of the cavity can be realized. Moreover, the cavity is free of problems caused by the mismatch of thermal expansion coefficients between different materials. Therefore, the F-P cavity can be made into a sensor, which is promising in detecting air pressure, acoustic and high temperature.