To realize a highly sensitive glass-capillary-encapsulated long-period fiber grating (LPFG) sensor, we propose filling the capillary with a liquid-phase material, which was not proposed previously. It was found theoretically that high sensitivity can be achieved by using a liquid-phase filler with a thermal conductivity of 0.1 W/(m ‧ K) or more, large negative thermo-optic coefficient (TOC), and a refractive index of 1.46 (optical fiber cladding refractive index) or less. On the basis of theoretical results, ethanol, ethylene glycol, silicone oil #TSF-431, and silicone oil #TSF-451 were selected as liquid-phase fillers in this study. The shift of the resonance wavelength spectrum with respect to the unit temperature was used as the temperature sensitivity. The temperature sensitivity was determined to be 75.5 pm/℃ when LPFG was filled with ethanol, 70.0 pm/℃ when filled with ethylene glycol, 84.8 pm/℃ when filled with silicone oil #TSF-431, and 86.8 pm/℃ when filled with silicone oil #TSF-451. The use of liquid fillers with high thermal conductivity, a refractive index close to 1.46, and high TOC can significantly improve the temperature sensitivity compared with the case without fillers. It was also experimentally confirmed that high sensitivity is possible. Furthermore, a capillary-encapsulated LPFG sensor with a temperature sensitivity of 83.3 pm/℃ was realized using silicone oil #TSF-451, which showed the highest temperature sensitivity in our experiments.