Femtosecond-laser micromachining (also known as inscription or writing) has been developed as one of the most efficient techniques for direct three-dimensional microfabrication of transparent optical materials. In integrated photonics, by using direct writing of femtosecond/ultrafast laser pulses, optical waveguides can be produced in a wide variety of optical materials. With diverse parameters, the formed waveguides may possess different configurations. This paper focuses on crystalline dielectric materials, and is a review of the state-of-the-art in the fabrication, characterization and applications of femtosecondlaser micromachined waveguiding structures in optical crystals and ceramics. A brief outlook is presented by focusing on a few potential spotlights.