A thermally compensated fiber Bragg grating package is used with a fiber optic sensor. The package includes a Bragg grating mount connected at each end of a sensor mandrel. An optical fiber is wound around the sensor mandrel and a fiber portion having a Bragg grating therein is wound onto the mount. The mount is made of a rigid material having a negative coefficient of thermal expansion to minimize thermally induced spectral shifts. One example of the material includes zirconium tungstate. A coating material can be used to further adhere the optical fiber to the sensor mandrel and/or to the mount. The mount preferably includes a ramped groove to provide for a smooth transition from the sensor mandrel to the mount.