Multi-plane light conversion (MPLC) is a technique that uses multiple phase plates to modulate a light beam step-by-step. This technique has attracted widespread attention in the field of mode-division multiplexing (MDM) communications due to its high flexibility. MPLC device requires precisely controlled fabrication accuracy in experiments, but conventional multi-etching processes will accumulate alignment errors. Here, the fabrication of the MPLC device using maskless grayscale lithography was proposed, which requires only a single-exposure process. Through single-exposure lithography, the continuous phase of the digital mask ranging from 0 to 2π on MPLC is discretized into 128 steps. The digital masks of the MPLC with more steps of phase can reduce the insertion loss and mode crosstalk of LP modes. By using the fabricated MPLC, we experimentally demonstrate the MDM of LP01, LP11a, LP11b, and LP21 modes with mode crosstalk less than -22 dB, and the insertion loss less than 4 dB. In high-speed optical communications, each LP mode carries a 10 Gbit/s on-off keying (OOK) signals, and the experimentally measured bit error rates (BER) curves power penalty is less than -7 dB. The experiment demonstrated that maskless grayscale lithography can efficiently and accurately fabricate MPLC mode multiplexers.