Two types of FBG were fabricated in the 20/400μm passive double-clad fiber (DCF) without coating (w/o-coating) and with coating (w-coating) by femtosecond laser plane-by-plane technology. The w/o-coating FBG with a central wavelength of 1060.62 nm, a reflectivity greater than 99.5% and a 3dB-bandwidth of 3.52 nm, the w-coating FBG with a central wavelength of 1080.10 nm, a reflectivity greater than 99.9% and a 3dB-bandwidth of 2.87 nm, respectively. To the best of our knowledge, this is the first report of fabricating high quality fiber Bragg grating in 20/400μm DCF using femtosecond laser direct writing method.