Phase-shifted fiber Bragg grating and sampled fiber Bragg grating with dual wavelength filtering properties are designed and their properties with transmission matrix method are studied. As a result, both multi- π phase-shifted grating and π phase-shifted sampled grating have dual wavelength reflective profile. Moreover, the side lobe of reflective profile of π phase-shifted sampled grating is lower than that of multi- π phase-shifted grating. By adjusting the duty cycle of π phase-shifted sampled grating in the range of 0.66～0.8, better dual wavelength filtering profile is obtained, especially the side lobe reflective index is lowest when the duty cycle is 0.75.