This research work has been based on a previous study by the authors that characterized the behavior of a polyimide-coated FBG sensor in a structural monitoring system. Sensors applied to structural health monitoring are affected in the presence of a state of multidirectional strains simultaneously. The previous study observed the influence of transverse strain (ε_y) while keeping longitudinal strain constant (ε_x), where the direction x is the direction of the optical fiber. The present study developed an experimental methodology which has consisted of carrying out a campaign of biaxial tests on cruciform specimens with three embedded FBG sensors coated with polyimide, acrylate and ORMOCER®. Applying the Strain–Optic Theory as reference, a comparison of the results obtained with the different coatings has been studied. This experimental work has done it possible to study the influence of transverse strain (ε_y) in the longitudinal measurement of each of the FBG sensor and the influence of the coating material. Finally, the calibration procedure as well as the strain sensitivity factor K for each sensor has been defined.