Temperature-compensated 3D fiber shape sensing is demonstrated with femtosecond laser direct-written optical and Bragg grating waveguides that were distributed axially and radially inside a single coreless optical fiber. Efficient light coupling between the laser-written optical circuit elements and a standard single-mode fiber (SMF) was obtained for the first time by 3D laser writing of a 1 × 3 directional coupler to meet with the core waveguide in the fusion-spliced SMF. Simultaneous interrogation of nine Bragg gratings, distributed along three laterally offset waveguides, is presented through a single waveguide port at 1 kHz sampling rate to follow the Bragg wavelength shifts in real-time and thereby infer shape and temperature profile unambiguously along the fiber length. This distributed 3D strain and thermal sensor is freestanding, flexible, compact, lightweight and opens new directions for creating fiber cladding photonic devices for a wide range of applications from shape and thermal sensing to guidance of biomedical catheters and tools in minimally invasive surgery.