Single-frequency fiber laser has attracted a lot of interest in recent years due to its numerous application potentials in telecommunications, LIDAR, high resolution sensing, atom frequency standard, etc. Phosphate glass fiber is one of the candidates for building compact high gain fiber lasers because of its capability of high-concentration of rare-earth ions doping in fiber core. Nevertheless, it is challenging for the integration of UV-written intra-core fiber Bragg gratings into the fiber laser cavity due to the low photosensitivity of phosphate glass fiber. The research presented in this paper will focus on demonstration of UV-written Bragg gratings in phosphate glass fiber and its application in direct-written short monolithic single-frequency fiber lasers. Strong π-phase shift Bragg grating structure is direct-inscribed into the Er/Yb co-doped gain fiber using an excimer laser, and a 5-cm-long phase mask is used to inscribe a laser cavity into the Er/Yb co-doped phosphate glass fibers. The phase mask is a uniform mask with a 50 μm gap in the middle. The fiber laser device emits output power of 10.44 mW with a slope efficiency of 21.5% and the threshold power is about 42.8 mW. Single-longitudinal mode operation is validated by radio frequency spectrum measurement. Moreover, the output spectrum at the highest power shows an excellent optical signal to noise ratio of about 70 dB. These results, to the best of our knowledge, show the lowest power threshold and highest efficiency among the reports that using the same structure to achieve single-longitudinal mode laser output.