We report on the fabrication of, to the best of our knowledge, the first highly reflective fiber Bragg gratings for the 4 µm wavelength range. A second-order grating with a coupling coefficient (κ) of 230m-1, losses <0.25dB/cm, and a bandwidth of approximately 3 nm was inscribed into the core of a passive indium fluoride (InF3) fiber using a femtosecond (fs) laser. Thermal annealing of this grating at a temperature of 150°C for 90 min resulted in the enhancement of κ to 275m-1. Further, we show that InF3 fibers respond very differently to irradiation with fs laser pulses as compared to ZBLAN fibers and that this difference manifests itself in a significantly larger process window for inscription and in the formation of a more complex refractive index profile that is believed to be caused by the larger nonlinearity of InF3. This Letter paves the way to the development of new wavelength stabilized all-fiber mid-infrared lasers beyond 4 µm.