Permanent Bragg wavelength tuning of polymer optical fibre Bragg grating (POFBG) at longer wavelengths has been demonstrated for the first time utilising the thermal annealing process. In general, exposing the polymer material above its β-transition temperature, the fibre shrinks in length, the Bragg grating period becomes shorter and the Bragg wavelength shifts permanently to shorter wavelengths. In this work, a positive tuning of Bragg wavelength has been shown to be feasible when the polymer fibre is stretched during its thermal exposure. The results show that the degree of Bragg wavelength tuning strongly depends on the applying fibre strain or equivalently stress. The work presented in this paper can be used to multiplex POFBGs at any desirable wavelength.