Fiber interferometric sensors can be used for vector bending detection. In order to further reduce the processing difficulty and improve the detection performance, we employed the fiber self-focusing effect to construct a novel vector bending Mach–Zehnder interferometer (MZI) by cascading graded-index fiber with no-core fibers (NCFs). When the curvature changes, the propagation trajectory of the beam in the graded-index fiber shifts in a fixed direction, and the radial position of the beam when entering the NCF changes in a fixed direction. The output interference spectrum shifts in a fixed direction, achieving vector bending sensing. The experimental results indicate that the new sensor has a sensitivity of −17.5 and 15.8 nm/ $\text{m}^{-{1}}$ in two bending directions, respectively, with a detection range from 0 to ±0.4 $\text{m}^{-{1}}$ . The curvature sensing sensitivity is high and there is room for further improvement. Meanwhile, the sensor can measure refractive index, temperature, and strain, with sensitivities of 179 nm/RIU, −10 pm/°C, and −3.5 pm/ $\mu \varepsilon $ , respectively, which has anti-temperature crosstalk performance. The proposed sensor is expected to play an important role in fields such as intelligent mechanical equipment and industrial manufacturing.