Comparing with thin film filters and arrayed waveguide gratings, holographic gratings can realize the highest channel capacity, the lowest insertion loss, etc., which are desirable for DWDM applications. In this paper, we have calculated the diffraction efficiencies of grating structures, such as rectangular, sinusoidal and symmetric triangular gratings with the technique of the rigorous coupled-wave analysis. The presumed conditions, such as TE- and TM- polarization, the aspect ratio of holographic gratings, have been investigated. It is shown that our results are in good agreement with other previous works. Further, we’ve established an experimental setup for fabricating the planar binary holographic gratings. The gratings we’ve made have a relatively high groove or line density (e.g., 600,900 and 1200 lines/mm), and they’ve achieved high angular dispersion between each individual wavelength in their first diffraction order with relatively high transmitted diffraction efficiencies (e.g., for the 600 lines/mm grating, the efficiency is near 65%), which are able to demultiplex 1.31μm and 1.55μm wavelengths in CWDM (coarse wavelength division multiplexing). The fabricated high-density gratings should have important applications for DWDM in the near future.