Fiber Bragg grating is inscribed on microfiber with femtosecond laser pulses irradiation. The microfiber is fabricated by stretching a section of single mode fiber over a flame. Periodic grooves are carved on the microfiber by the laser as have been observed experimentally. The microfiber Bragg grating is demonstrated for temperature and strain sensing, and the strain sensitivity is improved with decreased diameters of the microfibers.