Femtosecond laser inscription or writing has been recognized as a powerful technique to engineer various materials toward a number of applications. By efficient modification of refractive indices of dielectric crystals, optical waveguides with diverse configurations have been produced by femtosecond laser writing. The waveguiding properties depend not only on the parameters of the laser writing but also on the nature of the crystals. The mode profile tailoring and polarization engineering are realizable by selecting appropriate fabrication conditions. In addition, regardless of the complexity of crystal refractive index changes induced by ultrafast pulses, several three-dimensional geometries have been designed and implemented that are useful for the fabrication of laser-written photonic chips. Some intriguing devices, e.g., waveguide lasers, wavelength converters, and quantum memories, have been made, exhibiting potential for applications in various areas. Our work gives a concise review of the femtosecond laser-inscribed waveguides in dielectric crystals and focuses on the recent advances of this research area, including the fundamentals, fabrication, and selected photonic applications.