Waveguide lasers have the advantages of miniature and compact structure and have broad application prospects in photonic integration and on–chip laboratories. The development of femtosecond laser direct–writing technology makes the processing of transparent materials more flexible and controllable. This paper mainly introduces a waveguide laser based on femtosecond laser direct–writing technology. Firstly, the applications of femtosecond laser direct–writing technology in an optical waveguide are introduced, including the principles of femtosecond laser direct–writing technology, common optical wave scanning methods, and types of optical waveguides. After that, we summarize the development of a waveguide continuous–wave laser, a Q–switched laser and a mode–locked laser from visible to mid–infrared wavebands and analyze some new representative work. Finally, we explain the difficulty of compensating for dispersion in pulse waveguide lasers and summarize some new ideas that have been proposed to solve the problem.