An in-hole nanohole surface plasmon resonance sensing scheme is demonstrated. Arrays of periodic nanoholes milled through thin layers of SiOx and gold were used to detect the binding of organic and biological molecules inside the nanoholes, while blocking the gold surfaces outside the holes. This new approach is more efficient than the previous nanohole array method, where the response was related to binding events taking place inside of the holes and on the top gold surface. The improved sensitivity to binding events and lower detection limit are related to resonant surface plasmon enhanced transmission through the arrays of nanoholes. The sensitivity was found to be 650nm/RIU and the detection of three attomoles of proteins was estimated from this scheme.