Resonant waveguide gratings (RWG) are widely used as on‐chip refractometers due to their relatively high sensitivity to ambient refractive index changes, their possibility of parallel high-throughput detection and their easy fabrication. In the last two decades, efforts have been made to integrate RWG sensors onto fiber facets, although practical application is still hindered by the lim-ited resonant peak intensity caused by the low coupling efficiency between the reflected beam and the fiber mode. In this work, we propose a new compact RWG fiber‐optic sensor with an additional Fabry‐Pérot cavity, which is directly integrated onto the tip of a single‐mode fiber. By introducing such a resonant structure, a strongly enhanced peak reflectance and improved figure of merit are achieved, while, at the same time, the grating size can be greatly reduced, thus allowing for spatial multiplexing of many sensors on a tip of a single multi‐core fiber. This paves the way for the development of probe‐like reflective fiber‐tip RWG sensors, which are of great interest for multi‐channel biochemical sensing and for real‐time medical diagnostics.