In this paper we proposed a new Bragg grating waveguide in order to improve reflectivity and to achieve compactness. Bragg gratings with various thicknesses were engraved in the middle of the core layer with a length of 3 mm. For the sake of cost-effectiveness, the $3^{rd}$ order Bragg grating waveguides were fabricated via conventional photolithography. The maximum reflectivities for the fixed width waveguide of $6{mu}m$ with the 0.1 and $0.3{mu}m$-thick Bragg gratings were, -13.14 and -6.25 dB, respectively, and the Bragg wavelengths were 1562.28, 1564.10 nm, respectively. A slight increase in the Bragg grating thickness can result in a remarkable reduction in the length of the Bragg grating waveguide with a fixed reflectivity.