The invention discloses a thermal fiber grating wind speed and wind direction sensor and a detection method. The sensor comprises a substrate, a heating resistance wire spattered on the substrate andfour fiber grating temperature sensors which are pasted on the substrate and are orthogonally arranged on four sides of the heating resistance wire, wherein the heating resistance wire is spiral; leadwelding joints are arranged at two ends of the heating resistance wire; sensing elements of the temperature sensors are Bragg fiber gratings. The detection method comprises the following steps: generating heat through the heating resistance wire, enabling a temperature field around the sensors to change when wind blows, causing different degrees of drift of central wavelengths of four fiber gratings, respectively detecting wavelength drift conditions of the four fiber gratings, and processing data to obtain real-time wind speeds and wind directions. The thermal fiber grating wind speed and wind direction sensor is capable of simultaneously measuring the wind speeds and wind directions, has the advantages of corrosion resistance, electromagnetic interference resistance and high accuracy, and can be applied to detection environments with severe operation conditions.