Optical detection of oxygen in A-band (near 13140 cm−1 or 761 nm) with tunable laser diode spectroscopy has been investigated and demonstrated in the past. However, as the demand for miniaturization of gas sensors increases, the hollow-core optical fibers emerge as a promising alternative to conventional large-volume gas absorption cells. In this paper we present a highly convenient, robust and scalable all-fiber setup that utilizes a 1.2 m silica anti-resonant hollow-core fiber as a small-footprint gas cell. Using tunable laser diode, the absorption spectra of oxygen in range from 13133.44 to 13148.12 cm−1 have been recorded. We also performed wavelength modulation spectroscopy of oxygen for samples with various oxygen concentrations and achieved a detection limit of approximately 170 ppm for an averaging time of 5 s. Furthermore, the versatility of the sensing approach is demonstrated by showing its ability to simultaneously detect oxygen at 761 nm and methane at 1651 nm inside the same hollow-core fiber.