In order to study the application of optical fiber sensors in ultrasonic detection, a diaphragm optical fiber Fabry-Perot (F-P) sensor, including its structure and fabrication method, is proposed. In this study, the influence of the placement distance and angle on the acoustic vibration sensitive shape change of the diaphragm optical fiber F-P sensor is first investigated. The sensing effect of the sensor decreases with an increase in the distance and angle. Then, a method to fabricate the diaphragm optical fiber F-P sensor based on welding, cutting, and polishing is proposed. Finally, the sensing performance of the sensor is experimentally verified. The experimental results show that the frequency detection range of the proposed sensor is 20-80 kHz, and the signal-to-noise ratio is not lower than 25 dB. This sensor is prepared using an all-welded method, which provides it with a more stable structure and longer service life than one prepared using the traditional adhesive connection method. Therefore, the proposed sensor can be used for a wide range of applications, such as partial discharge detection in power grids.