The grating fabrication technology with heat method in photonic crystal fiber based on its structural change is researched. The principle of photonic crystal fiber grating is analyzed theor etically. Heat transfer theory and finite element method are both used to analyze the thermal field distribution in the fiber, as well as the influence of air hole structure in the cladding, and the parameters of laser beam in the process of grating fabrication are discussed. The research results show that the grating can be formed by the periodic air hole collapse in the cladding of photonic crystal fiber. Under double-point heating, the energy will be uniformly distributed in the radial direction and approximated by the Gaussian distribution in the axial direction. The collapsed air holes in the cladding accelerate the process of forming grating. In the same size of luminous spot, as the layers and the radii of air holes increase, the laser power for collapsing fiber decreases. Moreover, the relationship between laser power and air filling rate is obtained by stimulating the grating fabrication process in photonic crystal fiber with 1 to 7 layers of air holes. This kind of photonic crystal fiber grating can improve the thermal and long-term stability of conventional grating, and so it will have great potential applications in the relevant fields of optical fiber sensors.