The paper presents selective fiber Bragg grating (FBG) inscription in four-core fiber based on a phase mask scanning method. The inscription factors are systematically investigated, which involves fiber core position and focused laser beam size in fiber, etc. Several specific inscriptions (including individual, dual and all inscriptions) are demonstrated. Two orthogonally positioned cores are selectively inscribed and applied to two-dimension vector bending measurement. The measured bending sensitivities of two FBGs range from −54.3 pm/m−1 to 52.2 pm/m−1 and −53.7 pm/m−1 to 52.8 pm/m−1, respectively. More importantly, it has been revealed that their sensitivities versus bending direction follow regular cosinoidal and sinusoidal distribution. The direction and amplitude of the vector bending can be recovered using measured central wavelength shifts of those two FBGs.