We present graphene oxide (GO) nanosheets functionalized long period grating (LPG) for ultrasensitive hemoglobin sensing. The sensing mechanism relies on the measurement of LPG resonant intensity change induced by the adsorption of hemoglobin molecules onto GO, where GO as a bio-interface linkage provides the significant light-matter interaction between evanescent field and target molecules. The deposition technique based on chemical-bonding associated with physical-adsorption was developed to immobilize GO nanosheets on cylindrical fiber device. The surface morphology was characterized by scanning electron microscope, atomic force microscopy, and Raman spectroscopy. With relatively thicker GO coating, the refractive index (RI) sensitivity of GO-LPG was extremely enhanced and achieved −76.5 dB/RIU, −234.2 dB/RIU and +1580.5 dB/RIU for RI region of 1.33–1.38, 1.40–1.44 and 1.45–1.46, respectively. The GO-LPG was subsequently implemented as an optical biosensor to detect human hemoglobin giving a sensitivity of 1.9 dB/(mg/mL) and a detectable concentration of 0.05 mg/mL, which was far below the hemoglobin threshold value for anemia defined by World Health Organization. The proposed GO-LPG architecture can be further developed as an optical biosensing platform for anemia diagnostics and biomedical applications.