Amongst the most important and frequently used fibre devices, fibre Bragg and long-period gratings are conventionally fabricated by low-intensity (I < 10⁷ W cm⁻²) UV quanta with an energy of about 5 eV, which coincides with the maximum of the absorption band of defects in germanosilicate glass (the usual material of a fibre core). Such a single-quantum photochemical technique produces refractive index changes in the fibre core and not in the fibre cladding. The use of single-quantum excitation with high-energy vacuum UV photons with 157 nm wavelength or two-quantum 193 nm excitation through the real intermediate state results in a higher excitation energy (7.9 and 12.8 eV, respectively) and significantly increases the efficiency of grating inscription. However, neither of these high-energy approaches is free of disadvantages: the 157 nm radiation is strongly absorbed by practically all optical materials and even by air; the application of the second approach is based on the existence of an intermediate state, i.e. presence of absorption at the irradiation wavelength. The new multi-photon high-excitation-energy approach to fibre grating fabrication is based on refractive index change modification by high-intensity (I ~ 10¹¹–10¹³ W cm⁻²) femtosecond UV, near-UV or IR laser radiation applied to fibre, which acquires a total excitation energy of about 8–12 eV via two-, three- or even five-photon (through the intermediate virtual state/states) absorption processes. Such a high value of excitation energy exceeds the band-gap energy values for both the fibre core and the cladding, which could result in asymmetric light energy deposition inside the fibre and even inside the fibre core. We will consider the advantages of this novel technique such as grating fabrication in fibres of any content, including photonic crystal ones; the writing of extremely stable gratings with erasing temperatures above 1000 °C; the point-by-point inscription of Bragg gratings, including non-uniform 'chirped' ones; the creation of fibre gratings with high polarization properties; etc.