Integrated quantum photonics, i.e. the generation, manipulation and detection of quantum states of light in integrated photonic chips, is revolutionizing the field of quantum information in all applications, from communications to computing. Although many different platforms are being currently developed, from silicon photonics to lithium niobate photonic circuits, none of them has shown the versatility of femtosecond laser micromachining (FLM) in producing all the components of a complete quantum system, encompassing quantum sources, reconfigurable state manipulation, quantum memories and detection. It is in fact evident that FLM has been a key enabling tool in the first-time demonstration of many quantum devices and functionalities. Although FLM cannot achieve the same level of miniaturization of other platforms, it still has many unique advantages for integrated quantum photonics. In particular, in the last five years, FLM has greatly expanded its range of quantum applications with several scientific breakthroughs achieved. For these reasons, we believe that a review article on this topic is very timely and could further promote the development of this field by convincing end-users of the great potentials of this technological platform and by stimulating more research groups in FLM to direct their efforts to the exciting field of quantum technologies.