Full text can be accessed at http://iopscience.iop.org/article/10.1088/0953-2048/17/5/051/metaWe report on Josephson effects in Josephson junctions fabricated from magnesium diboride (MgB2) thin films using a focused ion beam (FIB) milling technique. The films were deposited on SrTiO3(100) and {\mathrm {Al_2O_3}}(1\bar 102) substrates at room temperature using e-beam evaporation of MgB2 with a post-annealing stage in Mg vapour. Conventional photolithography and Ar-ion-beam milling were used to pattern the films into 4 and 8 µm wide microbridges. A focused ion beam was used to narrow the microbridges to 2 µm. The narrowed microbridges were thinned by making 50 nm wide cuts across them. The depth of each cut was calibrated to remove 75% of the film thickness. A thin MgB2 layer remained on the substrate after this process. The current–voltage (I–V) characteristics of junctions made using this technique show that the junctions carry excess current. The first Shapiro step was observed when one of the junctions was irradiated with a microwave field of frequency f = 8.92 GHz. The Shapiro step appeared at a voltage value V = hf/2e = 18.445 µV.