A novel all fiber methane concentration detection system is constructed. The gas sensor was formed of the hollow core photonic bandgap fibers. The analysis was exhibited that FBGF inside light guiding mechanism and the diffusion characteristics of methane into the fiber core defect region. The design of the gas sensing cell was completed by multi segment PBGF connection coupled bending loop in the sensing chamber together, and then constructed the all fiber methane concentration detecting system. The regulation mechanism of distributed feedback fiber laser was brought into the system and the harmonic detection technology was used to realize the all optical fiber methane concentration detecting system optimization. The experimental result proves that the all fiber methane concentration detecting system composed of the sensing element can realize online real-time detection of methane concentration, and there is an approximate linear relation between the relative intensity and methane concentrations, the linearity up to 99.8%.