We have fabricated the first fully Zeonex single-mode (SM) step-index (SI) polymer optical fibre (POF). A rod-intube and a two-stage thermal drawing technique have been used to fabricate the SI preform and the fibre, respectively. The fabricated fibre has 4.8 μm core and 125 μm cladding diameter with a cutoff wavelength of 846 nm. The minimum propagation loss of the fibre is 3.01 dB/m at 796 nm, and in the broad region 670–725 nm the fibre loss is less than 3.15 dB/m. The strain and temperature response of an FBG inscribed in the Zeonex SI-POF was measured to be 7.33 nm/% strain and −9.61 pm/°C. The key merits of the fabricated Zeonex SI-POF are low loss in a broad wavelength region, high operating temperature up to 123 °C, superior drawability compared to Topas SI-POF and low moisture absorption 55 times smaller than poly (methyl methacrylate) (PMMA) based POFs.