The influence of holes collapse in photonic crystal fiber cladding on transmission characteristics is analyzed in detail. The structure model of photonic crystal fiber with collapse holes is built. Using finite element method and coupled local-mode theory, the distribution of effective refractive indexes and mode coupling coefficients are calculated in the structural change region, where periodic ringlike collapse is induced. Then the mode effective refractive indexes and the distribution of coupling coefficients in modulation region can be obtained. The coupling rules between the core-mode and the cladding-modes are studied, and the transmission spectrum is obtained, which consists of two peaks formed by the couplings of LP01-LP11 and LP01-LP02 modes. The feasibility of this grating fabrication technique based on structural change is also discussed. On this basis, the influence of the fiber structural parameters on transmission characteristics are further studied involving in the grating period, the number of periods, the depth of cladding collapse. Thus the laws of resonance peaks varying with these parameters can be got. The research results indicate that the periodic holes collapse in photonic crystal fiber cladding can form grating. The transmission characteristics can be tuned by changing the collapse parameters. This result can provide theoretical basis for design and fabrication of structural photonic crystal fiber grating.