>The design, fabrication, and characterization of surface relief Bragg gratings integrated with aluminum oxide ridge waveguides are reported. After patterning a photoresist layer by laser interference lithography, uniform gratings with a depth of 120 nm and a period of 507 nm were etched into the SiO$_2$ top cladding. The grating length varied between 1.25 mm and 4.75 mm. The grating-induced loss was 0.08 ± 0.01 dB/cm, while the maximum grating reflectivity exceeded 99%. These values enabled the realization of monolithic distributed Bragg reflector cavities with finesse up to 147 and quality factors of more than 1E6. The measured performance agrees very well with predictions based on coupled mode theory.