The bending losses in refractive index-guiding photonic crystal fiber (PCF) and photonic band-gap fiber are analyzed by using equivalent straight fiber approximation and finite difference frequency domain (FDFD) method with anisotropic perfectly matched layers (PML) boundary conditions. The bending loss oscillations in the two kinds of PCFs are observed by simulating the relationship between the bending loss and bending radius, and the origin of the loss oscillations was analyzed. The cladding modes corresponding to loss peaks are identified. Results show that the oscillations are caused by the coupling between the fundamental mode and the cladding modes. Moreover, the origin of oscillations in index-guiding PCF is similar to that of conventional double-clad fiber, while the oscillations in the photonic band-gap fiber are caused by two different kinds of cladding modes.