Polymer micro-fibers with inscribed Bragg gratings are reported in this Letter. Starting with a single-mode polymer optical fiber and implementing a two-stage tapering process, a 16 μm diameter micro-fiber is fabricated and a Bragg grating is inscribed in it that exhibits a peak reflected wavelength circa 1530 nm. The growth dynamics of the polymer micro-fiber Bragg grating are also observed and analyzed. A maximum reflectivity of 5% is obtained after an exposure time of 3 min to a 50 mW power He-Cd laser of 325 nm wavelength. The temperature and strain characterization results of the micro-fiber Bragg grating with different diameters are also presented. Such polymer micro-fiber Bragg gratings can be used as sensors for high-sensitivity measurements in a number of application areas.