In this paper ferrofluid is infiltrated in the index-guiding microstructured optical fiber (MOF) by the well-known capillary force and air pressure. The influences of the length and concentration of filled fiber on its guidance property are analyzed. Based on the response of fluid refractive index to temperature, the temperature sensitivities of filled MOF with different lengths are investigated without applying any external magnetic field. The results show that the short-wavelength edge of the absorption spectrum near 1460 nm remains unchanged, while the long-wavelength profile is sensitive to the temperature and the transmission power of the filled MOF decreases with the increase of temperature. There is a linear relationship between temperature and transmission power of the filled MOF. For the device with a length of 10 cm, its temperature sensitivity reaches 0.06 dB/℃. Combining the excellent thermo-optic effect of ferrofluid with MOF, the single edge of the device could be tuned by the temperature. It is potential to be used as a thermo-optic modulator, filter, and other adjustable photonics device. Considering a large number of magnetically tunable ferrofluids available and the high degree of freedom in MOF design, ferrofluid-filled MOF shows still a great promise and underexplored possibilities for both basic and applied research, opening new perspectives in optical telecommunication, all-optical switching and fiber-optic sensing applications, such as magnetic field sensors. The present study can offer an effective method for the novel technique and structure of all-in-fiber photonic devices.