High-power femtosecond lasers is a recognized tool for high-precision micromachining of different materials, including transparent ones - amorphous glasses, crystals and polymers. A wide range of devices that can be created by this technology: elements of integrated photonics and fiber optics, microfluidic and lab-on-a-chip structures. The mechanism of absorption of femtosecond pulses in a volume of transparent material, which is of a non-linear nature, makes it possible to precisely localize the region of modification in volume and achieve a resolution down to 1 μm3 and below. This feature is widely used for direct inscription of point-by-point fiber Bragg gratings (FBGs) in single-mode optical fibers . As compared to interferometric techniques of inscription, femtosecond point-by-point one has a higher degree of flexibility, allowing FBG parameters tuning in a wide range, including length, period, and overlap integral between fiber mode field and FBG cross-section. Moreover, exact positioning of an FBG in transverse section of a fiber allows one to selectively modify individual cores of a multicore fiber, and spectrally select the needed transverse modes of graded-index multimode fiber .