A microfiber reflective ethanol gas sensing probe was designed and fabricated. The single-mode fiber was heated and stretched to prepare a microfiber taper, on which a mixed material of ZnO nanosheets and UV glue was built by the dip-coating method. The influencing factors on its sensing performance for ethanol have been discussed, including the dozen ratio of ZnO nanosheets, UV glue materials, and end-face morphology. As the concentration of ethanol gas increased, the intensity of the reflection spectrum increased with the responding sensitivity of 7.28 × 10−4 dBm/ppm. The exchanging efficiency of the optical signal is enhanced by the strong evanescent field of the microfiber taper. This sensing probe is convenient for high-density integration and working in a small space and is capable of high-performance monitoring for ethanol at room temperature.