The combination of ultrafast laser inscription and engineered soft glasses is enabling a new class of photonic devices offering long wavelength transparency, high nonlinearity, and optical gain. However, this field of research also possesses its own unique set of fabrication challenges, which range from the predictable, such as self‐focusing effects, material stress, and damage to the unexpected, such as photo‐induced index changes of different sign. In this article, we review many of the fabrication challenges surrounding ultrafast laser‐written soft‐glass photonics and highlight these by comparing and contrasting laser processing of common soft glasses in both the athermal and thermal writing regimes.