In this paper, we report the fabrication of higher-order-mode rejected fiber Bragg gratings (FBGs) in sapphire crystal fiber using infrared (IR) femtosecond laser illumination. The grating is tested in high temperature furnace up to 1600 degree Celsius. As sapphire fiber is only available as highly multimode fiber, a scheme to filter out higher order modes in favor for the fundamental mode is theoretically evaluated and experimentally demonstrated. The approach is to use an ultra thin sapphire crystal fiber (60 micron in diameter) to decrease the number of modes. The small diameter fiber also enables bending the fiber to certain radius which is carefully chosen to provide low loss for the fundamental mode LP01 and high loss for the other high-order modes. After bending, less-than-2-nm resonant peak bandwidth is achieved. The grating spectrum is improved, and higher resolution sensing measurement can be achieved. This mode filtering method is very easy to implement. Furthermore, the sapphire fiber is sealed with hi-purity alumina ceramic cement inside a flexible high temperature titanium tube, and the highly flexible titanium tube offers a robust packaging to sapphire fiber. Our high temperature sapphire grating sensor is very promising in extremely high temperature sensing application.