Ultrafast laser inscription is a versatile manufacturing technique which can be used to modify the refractive index of various glasses on a microscopic scale. This enables the production of a number of photonic devices such as waveguides, beam-splitters, photonic lanterns, and diffraction gratings. In this paper, we report on the use of ultrafast laser inscription to fabricate volume phase transmission gratings in mid-infrared transmitting chalcogenide glass. We describe the optimisation of the laser inscription process parameters enhancing grating performances via the combination of spectrally resolved grating transmission measurements and theoretical analysis models. The first order diffraction efficiency of the gratings was measured at mid-infrared wavelengths (3-5 μm), and found to exceed 60% at the Littrow blaze wavelength, compared to a substrate external transmittance of 67%. This impressive result implies the diffraction efficiency should exceed 90% for a grating substrate treated with an anti-reflection coating. There is excellent agreement between the modelled grating efficiency and the measured data, and from a least squares fit to the measured data the refractive index modulation achieved during the inscription process is inferred. These encouraging initial results demonstrate that ultrafast laser inscription of chalcogenide glass may provide a potential new and alternative technology for the manufacture of astronomical diffraction gratings for use at near-infrared and mid-infrared wavelengths.