Diamond has attracted great interest in the quantum optics community thanks to its nitrogen vacancy (NV) center, a naturally occurring impurity that is responsible for the pink coloration of some diamond crystals. The NV spin state with the brighter luminescence yield can be exploited for spin readout, exhibiting millisecond spin coherence times at ambient temperature. In addition, the energy levels of the ground state triplet of the NV are sensitive to external fields. These properties make NVs attractive as a scalable platform for efficient nanoscale resolution sensing based on electron spins and for quantum information systems. Integrated diamond photonics would be beneficial for optical magnetometry, due to the enhanced light-matter interaction and associated collection efficiency provided by waveguides, and for quantum information, by means of the optical linking of NV centers for long-range entanglement. Diamond is also compelling for microfluidic applications due to its outstanding biocompatibility, with sensing functionality provided by NV centers. Furthermore, laser written micrographitic modifications could lead to efficient and compact detectors of high energy radiation in diamond. However, it remains a challenge to fabricate optical waveguides, graphitic lines, NVs and microfluidics in diamond. In this Review, we describe a disruptive laser nanofabrication method based on femtosecond laser writing to realize a 3D micro-nano device toolkit for diamond. Femtosecond laser writing is advantageous compared to other state of the art fabrication technologies due to its versatility in forming diverse micro and nanocomponents in diamond. We describe how high quality buried optical waveguides, low roughness microfluidic channels, and on-demand NVs with excellent spectral properties can be laser formed in single-crystal diamond. We show the first integrated quantum photonic circuit in diamond consisting of an optically addressed NV for quantum information studies. The rapid progress of the field is encouraging but there are several challenges which must be met to realize future quantum technologies in diamond. We elucidate how these hurdles can be overcome using femtosecond laser fabrication, to realize both quantum computing and nanoscale magnetic field sensing devices in synthetic diamond.