Characteristic of two cascaded Mach-Zehnder interferometers based on spherical-shape structures is investigated. When the light in the fiber core is excited into high-order cladding mode, part of the light can propagate along the fiber cladding for a long distance. By cascading two identical interferometers formed by dual spherical-shape structures, it proves that the high-order cladding modes are almost exhausted when they propagated about 50cm along the cladding layer, and they nearly have no influence in the transmission spectrum when they propagate more that 60cm. At the same time, by changing the length and dropping the refractive index liquid between the two cascaded interferometers, it demonstrates that the relative higher cladding mode has lower refractive index and it leaks very fast, so it will propagate a shorter distance, and on the contrary, the relative lower cladding mode has higher refractive index and it leaks slowly, so it will propagates a longer distance.