The mechanism of refractive index change of long period fiber gratings （LPFGs） induced by high frequency CO2 laser pulses is investigated in theory and by experiment. It is found that the release of residual stress, rapid solidification, fiber densification and fusion distortion are discovered to be the main mechanisms of formation of this kind of gratings. The above four mechanisms play different roles when different fibers, different scanning methods and the different laser power were used in the process of LPFG fabrication. The average refractive index changes of the core and cladding were measured by using M-Z interferometer formed by LPFG pair in this paper, which provides the experimental basis for fabricating all-fiber devices.