In this paper, a novel nano-moiré grating fabrication technique was proposed for nanometer deformation measurement. The grating fabrication process was performed with the aid of Atomic Force Microscope (AFM) on the basis of micro-fabrication technique. On the analysis of some correlative factors of influencing grating line quality, some important experimental parameters were optimized. In this study, some parallel and cross nano-gratings with frequencies of from 10000lines/mm to 20000lines/mm were fabricated. The successful experimental results demonstrate that the nano-grating fabrication technique is feasible and also indicated that these nano-gratings with nano-moiré method can be applied to deformation measurement, which offers a nanometer sensitivity and spatial resolution.