Refractive index modifications such as e.g. Fiber Bragg gratings in micro-structured Fiber are according to an aspect of the invention fabricated by first filling and/or purging the holes of the micro-structured fiber with inert gas or by evacuation and, optionally subsequently scaling the ends. Alternatively, the ends of the micro-structured fiber may be sealed without a preceding purging or evacuation of the holes. In this way hydrogen or deuterium present in the holes after photosensitizing loading will not react with atmospheric oxygen to form water. Water formed this way would otherwise seriously impair the grating formation process. Bragg gratings and other refractive index structures can thus be fabricated with high quality and predictable specifications in micro-structured fiber. Sealing the fiber ends also prevents in-diffusion of moisture. The invention may e.g. find application in connection with fiber optical sensors, high-power fiber lasers, etc.