Web service Move2Picasa migrates all your photos from Facebook to Google+. Just visit the site, log in with Facebook, and let it do its work.
Google+ uses Google's Picasa Web Albums (soon to be renamed to Google Photos) as the backend for Google+ photos, so in order to migrate your Facebook photos to Google+, you're actually moving them all to Picasa. With Move2Picasa, that process is extremely simple. The only catch is that, as of this publishing, the site is backed up with users looking to migrate, so it might take some time before it finishes your migration.