A structured sapphire-derived all-glass optical fiber with an aluminum content in the core of up to 50 mol% was used for fiber Bragg grating inscription. The fiber provided a parabolic refractive index profile. Fiber Bragg gratings were inscribed by means of femtosecond-laser pulses with a wavelength of 400 nm in combination with a two-beam phase mask interferometer. Heating experiments demonstrated the stability of the gratings for temperatures up to 950°C for more than 24 h without degradation in reflectivity.