A novel method for measuring the photo-thermal effect of fiber Bragg gratings (FBGs) is presented. The photo-thermal effect of an UV-written FBG is studied by using the novel method. A distributed Bragg reflector (DBR) fiber laser is built up by using a 980-nm semiconductor laser as the pump laser, two UV-written FBGs as reflector and a 10-m-long Er-doped fiber as the gain medium. The reflection optical spectrum of the FBG used is obtained while the DBR fiber laser is working. The experimental result shows that the optical reflection spectrum of the FBG shifts by 0.034 nm towards longer wavelength when the pump power is 100 mW, which is induced by the photo-thermal effect. The novel method is applicable in measuring the photo-thermal effect of FBGs.