We report what is to our knowledge the first characterization at high temperatures of long-period fiber gratings written in Ge-free air-silica microstructure fiber. The gratings written with the electric-arc technique suffer a low shift of the resonance wavelengths when the temperature is increased from 20 degrees C to 1200 degrees C. This shift is studied and compared with that of a long-period fiber grating written in a standard single-mode fiber by the same technique. Good thermal stability of the grating and of the fiber after annealing at 1200 degrees C for 1 h is demonstrated.