Femtosecond laser pulses can induce carrier excitation, relaxation and refractive index change via nonlinear interaction in transparent dielectrics, which then act as optical waveguide. The fabrication of active and passive optical waveguide devices by femtosecond laser has been extensively researched owing to its unrivaled highly-localized and three-dimensional machining capability. In this paper, three aspects of femtosecond laser-induced waveguide devices are introduced. The mechanisms of femtosecond laser-induced refractive-index change is discussed. Recent experimental progress regarding the fabrication waveguide is reviewed. At last, the future trends and application prospects of femtosecond laser-induced waveguide devices are analyzed.