In this paper, we reviewed the fabrications of functional microcavity lasers in soft materials such as polymer and protein by femtosecond laser processing. High-quality (Q) microdisks with a laser dye (Rhodamine B, RhB) acting as gain medium were fabricated that produced whispering-gallery-mode (WGM) lasing output. We also obtained unidirectional lasing output with a low lasing threshold in a deformed spiral microcavity at room temperature. Photonic-molecule (PM) microlasers were prepared to investigate the interaction and coupling effects of different cavities, and it was found that the distance between the two disks plays an important role in the lasing behaviors. Single-mode lasing was realized from a stacked PM microlaser through Vernier effect. Furthermore we adopted the biocompatible materials, RhB-doped proteins as a host material and fabricated a three-dimensional (3D) WGM microlaser, which operated well both in air and aqueous environment. The sensing of the protein microlasers to Na2SO4 concentration was investigated. Our results of fabricating high-Q microlasers with different materials reveal the potential applications of femtosecond laser processing in the areas of integrated optoelectronic and ultrahigh sensitive bio-sensing devices.