We show that diffusion of azobenzene from the solution in methanol into a cladding of a polymer fiber facilitates fabrication of long period gratings by the use of a He-Cd focused laser beam. We have measured a diffusion rate into PMMA cladding of the microstructured fibers annealed in advance at different temperatures and showed that the diffusion rate is strongly affected by temperature treatment of the fiber. We have also investigated an impact of the azobenzene diffusion on fiber spectral loss and cladding surface quality. Furthermore, we have examined a temporal stability of the fabricated long period gratings and their response to temperature and tensile strain.