We report on what we believe are the first volume Bragg gratings written inside bulk multicomponent fluoride glasses. The gratings inscribed with tightly focused infrared (IR)-femtosecond pulses in combination with the phase-mask technique exhibit refractive index modulations of up to 5×10-4 with reflectivities up to 90% at a wavelength near 2.8 µm. Such highly compact and narrowband filters could have a significant impact on numerous high-end applications from the UV to the mid-IR.