Fiber Bragg grating is an important optical fiber sensor, which has the advantages of small size, corrosion resistance, anti-electromagnetic interference, high sensitivity and quasi-distributed measurement. Traditional fiber Bragg gratings fabricated by ultraviolet laser usually require hydrogen loading to the fiber and their poor thermal stability restricts the use in extremely high temperature environment. In recent years, with the research development in the field of femtosecond laser micromachining of glass, researchers begin to use femtosecond laser to fabricate fiber gratings. Fiber grating inscription by femtosecond laser shows good machining flexibility, no requirement of hydrogen loading and polymer coating stripping, and more importantly, femtosecond laser inscribed fiber grating shows excellent high temperature stability. The machining mechanism of femtosecond laser inscription for fiber grating and three typical optical fiber Bragg grating femtosecond laser preparation methods are introduced. At last, the research progress of high temperature sensors based on femtosecond laser induced fiber Bragg gratings is reviewed.