An all-fiber optical anemometer with high light-heat conversion efficiency by using an in-house microstructured optical fiber Bragg grating (MOFBG) is presented. Low-molten-temperature BiSnIn alloy was successfully infiltrated into 11- cm length of a six-hole microstructured optical fiber which was inscribed with a fibre Bragg grating (FBG) centered at ~848 nm. Light launched into the MOFBG was strongly absorbed by the metal to generate heat, while the FBG was utilized to monitor temperature change due to surrounding wind speed. The sensitivity of the laser-heated MOFBG anemometer was measured to be ~0.1 nm/(m/s) for wind speed ranged from 0.5 m/s to 2 m/s. The efficiency of the anemometer, defined as effective sensitivity per pump power, is 8.7 nm/(m/s*W).