We report a type of hybrid optical fiber created by filling the central hole of a silica hollow optical fiber (HOF) with an organic polymer to serve as the core. After suitable curing of the polymer filling of the HOF, a self-assembled one-dimensional polymer-air periodic structure was created without the need for an amplitude mask. This acts as a long-period fiber grating device with an axial refractive index modulation. Details of the fabrication method for the hybrid fiber grating and its transmission spectra analysis are reported.