Whispering gallery mode (WGM) resonators are usually discrete optical devices, which have integration difficulties with an optical fiber system. Here we present a new, to the best of our knowledge, type of optical fiber whispering gallery mode resonator based on a cylindrical cavity, which is located in the multimode fiber core and fabricated by femtosecond laser micromachining together with fast hydrofluoric acid etching techniques. When light traveling in the fiber core is tangent to the cylindrical cavity wall, it is coupled into the cavity and circulates along the cavity wall to excite WGM resonance before being coupled out to the same tangential path and continuing propagation in the fiber core. The device is fully integrated into the optical fiber, simple in fabrication, convenient in operation, low in cost, and has a good quality factor (Q) of 1.06 × 104. The device enriches the family of WGM resonators and is expected to have promising applications in photonics.