We report the fabrication of long-period gratings (LPGs) in wavelength-scale microfibers with diameters from $1.5\text{to}3\mu \mathrm{m}$ . The LPGs were fabricated by use of a femtosecond IR laser to periodically modify the surface of the fibers. These LPGs have grating periods of a few tens of micrometers, much smaller than those in conventional optical fibers. A compact 10-period LPG with a device length of only $\sim 150\mu \mathrm{m}$ demonstrated a strong resonant dip of $>20\mathrm{dB}$ around $1330\mathrm{nm}$ . These microfiber LPGs would be useful in-fiber components for microfiber-based devices, circuits, and sensors.