We demonstrated the fabrication of long-period fiber gratings (LPFGs) in the few-mode fibers (FMFs) using focused carbon dioxide laser. The mode coupling and characteristics of the FM-LPFGs were investigated experimentally. The mode conversion between the fundamental core mode and high order core modes can be achieved by the gratings written in the FMFs. The FM-LPFGs could have promising application as all fiber mode converters for mode-division-multiplexing optical communications.