Broadband high-order mode converters play a fundamental and crucial role in mode division multiplexing systems. Unfortunately, there have been no reports on achieving broadband mutual conversion between high-order modes using long-period fiber gratings (LPFGs). In this paper, based on the concept of “stepwise” progressive conversion (SPC), a double-sided exposure fabrication method of LPFGs to achieve broadband mutual conversion between high-order modes is proposed and demonstrated. Based on the proposed method, broadband mode conversion from LP11 to LP21, from LP21 to LP31 and from LP31 to LP41 with low insertion loss are achieved by utilizing low exposure power and shortened device lengths. The 10 dB bandwidths of the three converters are measured to be 80 nm, 110 nm, and 90 nm, respectively, and their insertion losses are all less than 0.2 dB. Theoretically, this method can achieve broadband conversion of even higher-order modes, providing a novel solution for the fabrication of stable broadband mode converters. More generally, such mode converters can convert between any two modes and are essential for building advanced MDM networks that require routing and mode switching.