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Optical fiber Bragg grating (FBG) sensors have attracted considerable interest due to their special wavelength-encoded nature, small size, lightness, and immunity to electric-magnetic interference. Before being embedded into metal structures, FBG sensors must be protected and metal coating is one of the most efficient protective methods. The fluctuation of temperature induces thermal stresses between metal coating and the optical fiber due to their different thermal expansion coefficients. The thermal stresses affect the temperature sensitivity of FBG sensors. This paper presents a new method for analyzing the effects of thermal stresses on the Ni-Cu coated FBG, Cu-Ni coated FBG, and one-layer metal-coated FBG. Specifically, copper was chosen as the conductive layer for deposition on FBG and different thickness of nickel coating was then deposited on the top of the copper as the protective coating by electroless plating and electroplating. The sample with different thickness of metal coating was thermally tested from 35 °C to 95 °C. The electroplating Ni-Cu coated FBG was embedded into #45 steel by the brazing method and tested from 35 °C to 95 °C as well. The obtained data verified the soundness of the presented model.