Femtosecond laser‐based fabrication of integrated photonic crystal waveguides inside of a transparent polymer is reported. In general, the fabrication of waveguides based on femtosecond laser‐induced positive refractive index modifications is feasible. However, in transparent polymers their performance is limited since only minor refractive index changes can be achieved with this technique. These restrictions can be circumvented by generating hexagonal “photonic lattice like” waveguides, which consist of negative refractive index modifications in the cladding, enabling light confinement in the unirradiated core. A comprehensive study on the fabrication of this new class of polymer waveguide is performed as well as a characterization of its numerical aperture, mode field diameter, and attenuation. In addition, integration of Bragg gratings based on positive and negative refractive index modulations within the waveguide's core is studied. Moreover, we highlight that polymer photonic crystal waveguides are compatible with common femtosecond laser‐based internal structuring processes, enabling the creation of monolithic optofluidic devices, which is demonstrated by the fabrication of a Fabry–Pérot interferometer.