To deeply analyze the influence of diaphragm materials on the temperature and pressure sensitivity of Fabry–Perot interferometer-based dual-parameter fiber sensors, the multiple transfer method was used to fabricate the dual Fabry–Perot cavities, respectively, consisting of the following combinations: epoxy resin AB/polydimethylsiloxane (PDMS), Ecoflex0030 silicone rubber /PDMS, and PDMS/Ecoflex0030 silicone rubber. Experimental results show that the temperature sensitivities are, respectively, 528, 540, and 1033 pm/°C in the range of 40–100 °C. Within the applied pressure range of 100–400 kPa, the pressure sensitivities are, respectively, 16.0, 34.6, and 30.2 pm/kPa. The proposed sensors have advantages of proper sensitivity, simple fabrication, cost-effectiveness, controllable cavity length, and suitability for practical sensing applications.