The phase-shifted fiber Bragg grating (FBG) plays an important role in optical communication and sensing due to its ultra-narrow 3-dB bandwidth. Here, we demonstrate the fabrication and thermal property of a high-quality (Q)-factor phase-shifted helical fiber Bragg grating (PS-HFBG). A single-mode fiber is twisted and then inscribed point-by-point with a third-order uniform FBG by a single round of laser irradiation. The grating is curved slightly into a helical shape after the torsion is released, generating a phase shift in the grating. With annealing treatment, the PS-HFBG responds very stably to temperature with a linear sensitivity of 15.24 pm/°C within the range from 100 to 1100°C. Moreover, the PS-HFBG peak tends to narrower for higher temperature and the minimum 3-dB bandwidth is as low as 32 pm, indicating the highest Q-factor of 4.91 × 104. In addition, the PS-HFBG shows a low strain sensitivity (0.896 pm/μ ε). The proposed device is very promising to be applied as a high-precision and stable high-temperature sensor.