The fiber optic strain measurement based on Rayleigh scattering has recently become increasingly popular in automotive or mechanical engineering for strain monitoring and in the construction industry in general, especially structural health monitoring. This technology enables the monitoring of strain along the entire fiber length. Several publications have been published, particularly on the applications to the structural component. This article addresses integrating optical fibers of different coatings into the concrete matrix to measure the shrinkage deformations. In this context, three different coating types were investigated regarding their strain transfer. The fibers were integrated into fine-grained concrete prisms, and the shrinkage strain was compared with a precise dial gauge. The analysis shows a high correlation between the reference method and the fiber measurement, especially with the Ormocer coating. The used acrylate coating is also consistent in the middle area of the specimen but requires a certain strain introduction length to indicate the actual strain. The main result of this study is a recommendation for fiber coatings for shrinkage measurement in fine grain concretes using the distributed fiber optic strain measurement. In addition, the advantages and disadvantages of the measurement method are presented.