Femtosecond-pulsed laser welding of transparent materials on a micrometer scale is a versatile tool for the fabrication and assembly of electronic, electromechanical, and especially biomedical micro-devices. In this paper, we report on microwelding of two transparent layers of polymethyl methacrylate (PMMA) with femtosecond laser pulses at 1030 nm in the MHz regime. We aim at exploiting localized heat accumulation to weld the two layers without any preprocessing of the sample and any intermediate absorbing media, by focusing fs-laser pulses at the interface. The modifications produced by the focused laser beam into the bulk material have been firstly investigated depending on the laser process parameters aiming to produce continuous melting. Results have been evaluated based on heat accumulation models. Finally, fs-laser welding of PMMA samples have been successfully demonstrated and tested by leakage tests for application in direct laser assembly of microfluidic devices.