The thermal stability of uniform fiber Bragg gratings (FBGs) inscribed in single mode double cladding fiber (DCF), standard single mode fiber (SMF-28) and dispersion shifted fiber (DSF) by 193 nm excimer laser was experimentally investigated. When the temperature rises from 30 °C to 800 °C, the grating contrast of FBGs with the saturated refractive index modulation drops slowly, and the corresponding 3 dB bandwidth gradually decrease After annealing at 400 °C for 2000 h, it is found that the resonance wavelength shift of FBGs mainly occur during the first 200 h. It is also observed that the FBG inscribed in DCF requires a longer time to stabilize wavelength than the FBG written in SMF-28, about 1500 h, which suggests that long-term pre-annealing is required to ensure accurate wavelength measurement. After 2000 h of annealing treatment, the FBGs can still have excellent sensing performance in the temperature range of 0–400 °C.