Hybrid quantum devices, incorporating both atoms and photons, can exploit the benefits of both to enable scalable architectures for quantum computing and quantum communication, as well as chip-scale sensors and single-photon sources. Production of such devices depends on the development of an interface between their atomic and photonic components. This should be compact, robust, and compatible with existing technologies from both fields. Here we demonstrate such an interface. Cold cesium atoms are trapped inside a transverse, 30 μm-diameter through hole in an optical fiber, created via laser micromachining. When the guided light is on resonance with the cesium D 2 line, up to 87% of it is absorbed by the atoms. The corresponding optical depth per unit length is ∼700 cm −1 , higher than any reported for a comparable system. This is important for miniaturization and scalability. The technique can be equally effective in optical waveguide chips and other existing photonic systems, providing a promising platform for fundamental research.