Using a holographic two-beam set-up, thick refractive-index gratings are recorded in photopolymers based on poly(methyl-2-cyanoacrylate). We demonstrate diffraction of cold neutrons from these gratings, a property reported hitherto only for photopolymer systems based on poly(methyl methacrylate). Applying both methods, neutron and light diffraction experiments, we have succeeded in separating the contributions of the light-induced density and refractivity modulations to the change in light-optical refractive index.