Femtosecond pulsed lasers have been widely used for materials microprocessing. Due to their ultrashort pulse width and ultrahigh light intensity, the process is generally characterized by the nonthermal diffusion process. We observed various induced microstructures such as refractive-index-changed structures, color center defects, microvoids and microcracks in transparent materials (e.g., glasses after the femtosecond laser irradiation), and discussed the possible applications of the microstructures in the fabrication of various micro optical devices [e.g., optical waveguides, microgratings, microlenses, fiber attenuators, and three-dimensional (3D) optical memory]. In this paper, we review our recent research developments on single femtosecond-laser-induced nanostructures. We introduce the space-selective valence state manipulation of active ions, precipitation and control of metal nanoparticles and light polarization-dependent permanent nanostructures, and discuss the mechanisms and possible applications of the observed phenomena.