Fiber Bragg grating has been successfully fabricated in the silica microfiber by the use of femtosecond laser point-by-point inscription. Temporal thermal response of the fabricated silica microfiber Bragg grating has been measured by the use of the CO₂ laser thermal excitation method, and the result shows that the time constant of the microfiber Bragg grating is reduced by an order of magnitude compared with the traditional single-mode fiber Bragg grating and the measured time constant is ~ 21 ms.