Direct femtosecond laser writing or inscription is a useful technique, and it has been employed to engineer various materials in many applications including nonlinear photonic crystals, which are of periodically patterned second-order nonlinearity to get and control the coherent light at new frequencies. By manipulation of second-order nonlinearity, either erased or poled, quasi-phase matching has been achieved in several crystals, especially three-dimensional nonlinear photonic crystals have been originally proposed and proved to be truly three-dimensional. Here we shortly review on the recent advances in the research field of nonlinear photonic crystals inscribed by femtosecond laser, as well as look into the future in this field.