Deeply etched Bragg gratings were fabricated by focused ion beam (FIB) milling in KGdxLu1−x(WO4)2:Yb 3+ to obtain photonic cavity structures. By optimizing parameters such as dose per area, dwell time and pixel resolution the redeposition effects were minimized and grating structures more than 4 μm in depth with an improved sidewall angle of ∼ 5• were achieved. Fabry-Perot microcavities were defined and used to assess the optical performance of the grating structures at ∼ 1530 nm. An on-chip integrated laser cavity at ∼ 980 nm was achieved by defining a FIB reflective grating and FIB polished waveguide end-facet. With this cavity, an onchip integrated waveguide laser in crystalline potassium double tungstate was demonstrated.