In this paper, a new coaxial cable Bragg grating (CCBG) is developed as a strain sensor and the sensor's capacity for large range strain measurement in structural health monitoring (SHM) is demonstrated for the first time. The sensor device is comprised of regularly spaced periodic discontinuities along a coaxial cable. The discontinuities are fabricated using a computer numerical controlled (CNC) machine to drill holes in the cable. Each discontinuity generates a weak reflection to the electromagnetic wave propagating inside the cable. Superposition of these weak reflections produces a strong reflection at discrete frequencies that can be explained by Bragg grating theory. By monitoring the resonant frequency shift of the sensor's reflection or transmission spectra, strain measurement sensitivity of 20µε and a dynamic range of 50000µε (5%) were demonstrated for axial strain measurements. The experimental results show that the CCBG sensors perform well for large strain measurement needed in structural health monitoring (SHM).