Here based on the combination of Comsol and the transmission matrix of Matlab, the spectrums of etched micro-structured gratings are simulated and two different modes of etched micro-structured fiber gratings are made in experiment. Etched micro-structured fiber grating is formed by using hydrofluoric acid (HF)-based wet chemical etching or femtosecond laser etching. This can reduce the clad layer along a standard grating partly or entirely and change the transmission feature of the grating. As a result, the thinner cladding layer changes the core propagation features and thus induces a phase delay on the guided mode, leading to the formation of a defect state inside the original grating band-gap in agreement with the phase shift grating theory. The defect state is mainly influenced by three parameters: the length and depth of the perturbation and the surrounding refractive index (SRI).