A new method for microfiber Bragg gratings (μ-FBGs) fabrication by means of two-photon polymerization in photosensitive resin is reported. Such polymerized μ-FBGs were cured along with the surface of microfibers without any damage or distortion to the substrate. The laser intensity was optimized to improve the spectral properties of the polymerized gratings. The refractive index measurement was performed and the maximum sensitivity obtained is ~207 nm/RIU at the refractive index value of 1.440 with the fiber diameter being 1.7 μm. This work opens a new idea for optical structure integration and further optical functionality integration.