In this paper, a two-photon polymerization system built using a femtosecond laser was used to fabricate a microfiber long-period fiber grating (MLPG). The system uses a computer to control the three-dimensional displacement platform to complete the structure production, is programmable to realize the automatic grating production, and monitors the grating production process throughout the process. To complete the fabrication of the MLPG, the two-photon polymerization of the photoresist periodically occurs on the surface of the fiber. Compared with the traditional manufacturing method, the grating manufacturing method based on two-photon polymerization did not depend on the changes of the fiber substrate. The long-period grating can be flexibly manufactured on the outer surfaces of different types of fibers. As an example, we fabricated eight grating blocks with a 95 μm period on a microfiber with 6.9 µm diameter. At 1331 nm, a transmission spectrum loss peak of 13.5 dB is observed. The experimental results show that the temperature and refractive index sensitivities of the MLPG are as high as 1.39 nm/°C and 2207.89 nm/RIU(RIU is the unit refractive index), respectively.