The polarization characteristics of fiber Bragg gratings written into spun fibers with intrinsic birefringence and millimeter spinning periods are presented. Based on the Stokes parameter method, the evolution of states of polarization (SOPs) in spun fiber Bragg gratings is investigated. Their polarization-mode dispersion and polarization-dependent loss are measured in transmission and reflection. These spun fiber Bragg gratings always exhibit multiple side peaks near the Bragg peaks in their reflection spectra, and these reflection peaks have different polarization dependences on the input SOP. The polarization dependences are further analyzed in terms of the coupled-mode theory, and good agreement is obtained with the experimental results. Some potential applications are discussed.