Direct laser writing of surface waveguides with ultrashort pulses is a crucial achievement towards all-laser manufacturing of photonic integrated circuits sensitive to their environment. In this Letter, few-cycle laser pulses (with a sub-10 fs duration) are used to produce subsurface waveguides in a non-doped, non-coated fused silica substrate. The fabrication technique relies on laser-induced microdensification below the threshold for nanopore formation. The optical losses of the fabricated waveguides are governed by the optical properties of the superstrate. We have measured losses ranging from less than 0.1 dB/mm (air superstrate) up to 2.8 dB/mm when immersion oil is applied on top of the waveguide.