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In this study, we experimentally showcase the microfiber evanescent-field photothermal gas detection by exploiting all-fiber MHz-level frequency shift scheme. Based on the acousto-optic interaction effect, the low-frequency shifts of 0.9 MHz and 1.83 MHz can be obtained through the cyclic conversion between the transverse core modes LP01 and LP11 in the few-mode fiber. Our proposed all-fiber frequency shifters show flexible MHz-level up(down) frequency shifts with superior sideband rejection ratio (over 40 dB) and low insertion loss (less than 1 dB). Furthermore, an all-fiber heterodyne interferometric detection system is implemented by leveraging the above low-frequency shifters, in which around 1-μm-diameter microfiber is investigated for photothermal gas detection. A pump-probe configuration is employed to obtain the photothermal effect induced by the gas absorption of the modulated evanescent field. By demodulating the phase of the beat signal output by the interferometer, an equivalent detection limit (1σ) of 32 ppm and a response time of 22 s are achieved for ammonia, as well as 0.24 % instability within 48 pump cycles. Given its compact all-fiber configuration and high sensitivity with fast response, the experimental results can pave the way for widespread applications like heterodyne detection, fiber optical sensors, and interplanetary coherent communications.