Two kinds of long period fiber gratings (LPFGs) with different grooved depths are fabricated by means of the improved CO2 laser beam. The influence of the grooved structure of the fiber grating on the strain sensing characteristics is studied experimentally. The research results show that the stain concentration is occurred in the surface of the fiber grating because of the one-side periodical groove, and the grooved fiber grating slightly is bent to form corrugated structure, so the strain sensitivity response is greatly enhanced. Resonance wavelength of the transmission spectrum of the deeply grooved fiber can linearly driftes to -10.96 nm, the sensitivity can get to -19.37 pm/με and the measurement error is very small. The mesh modeling and static simulation of the grooved fiber grating are realized based on the finite element analysis software ANSYS, and then the strain distribution of the grooved structure section is obtained. The principal research and experimental testing demonstrate that the axial micro-bend deformation of the grooved LPFG increase with the increase of strain, so that the grooved fiber can trigger high-order cladding mode coupling, and improve strain sensitivity response.