We demonstrate for the first time a possibility of fabrication of Bragg gratings in polymer microstructured fibers with multiple reflection peaks by using He-Cd laser (λ = 325 nm) and a phase mask with higher diffraction orders. We experimentally studied the growth dynamics of the grating with the primary Bragg peak at λ(B) = 1555 nm, for which we also observed good quality peaks located at λ(B)/2 = 782 nm and 2λ(B)/3 = 1040 nm. Temperature response of all the Bragg peaks was also investigated. Detailed numerical simulations of the interference pattern produced by the phase mask suggests that the higher order Bragg peaks originate from interference of UV beams diffracted in ± 1st, ± 2nd orders. We also demonstrated the grating with the reflection peak at λ(B)/2 = 659 nm, which is the shortest Bragg wavelength ever reported for polymer microstructured fibers. This peak was observed for the grating with primary Bragg wavelength at λ(B) = 1309 nm.