A non-diaphragm fiber gas pressure sensor based on a multimode interferometer (MI) using a hollow-core tube lattice fiber (HC-TLF) as a gas cell is proposed and experimentally demonstrated. The sensor is fabricated by fusion splicing a sandwich structure of a graded-index multimode fiber, HC-TLF, and lead-in/out single mode fiber. Several side-holes are drilled by using a femtosecond laser on the side wall of the HC-TLF to allow gas in and out of the fiber. The positions of side-hole in HC-TLF have been investigated during the experiments, which indicate that the highest gas pressure sensitivity existed as the side-hole located in the gap between adjacent cladding holes of the HC-TLF. The proposed structure exhibits a high sensitivity of 8.1 nm/MPa with the average gas fill time of 2.2 s. This sensor also has low temperature sensitivity and low temperature cross sensitivity of 12.3 pm/°C and 1.5 kPa/°C as the temperature rises to 400°C. In addition, the advantages of the gas pressure sensor, such as small size, rapid response, low temperature cross sensitivity, and simple fabrication process, make it suitable for high-pressure measurement in harsh conditions, e.g., downhole and ocean bottom.