A highly sensitive photoacoustic (PA) microcavity gas sensor for leak detection is proposed. The miniature and low-cost gas sensor mainly consisted of a micro-electro-mechanical system (MEMS) microphone and a stainless-steel capillary with two small holes opened on the side wall. Different from traditional PA sensors, the designed low-power sensor had no gas valves and pumps. Gas could diffuse into the stainless-steel PA microcavity from two holes. The volume of the cavity in the sensor was only 7.9 μL. We use a 1650.96 nm distributed feedback (DFB) laser and the second-harmonic wavelength modulation spectroscopy (2f-WMS) method to measure PA signals. The measurement result of diffused methane (CH4) gas shows a response time of 5.8 s and a recovery time of 5.2 s. The detection limit was achieved at 1.7 ppm with a 1-s lock-in integral time. In addition, the calculated normalized noise equivalent absorption (NNEA) coefficient was 1.2 × 10−8 W·cm−1·Hz−1/2. The designed PA microcavity sensor can be used for the early warning of gas leakage.