The term "creative non-fiction" is the opposite: a non-fiction work expressed in a fiction style, such as a historical novel.
It may be a little less common, but is there a general term for the opposite?
In film it might be called a "mockumentary" (e.g. This is Spinal Tap), or "pseudo-documentary" (e.g. War of the Worlds), but the use of "documentary" concerns a particular non-fiction medium. One wouldn't use it for Scarfolk Council (a fictional history blog), for example, or Welcome to Nightvale (a fictional news radio show).
So is there a more general term I'm missing?