Femtosecond laser direct writing is a highly efficient and flexible three-dimensional processing technique with high precision, which is widely used in many fields. Optical waveguide that confines light propagation in microscale channels is one of the basic components in integrated photonic devices. Laser crystals are major gain media for all-solid state lasers. The femtosecond laser direct writing that constructs the optical waveguides in laser crystals preserves the original features of bulks, and can prepare low-cost and high efficiency waveguide laser devices. Starting from two types of femtosecond laser induced structural modifications (with refractive index change) in crystal, this work reviews the categories, characteristics, and applications of laser crystal optical waveguides fabricated by the femtosecond laser direct writing. The application prospects in relevant fields are also presented.