The invention relates to devices having periodic refractive index modulation structures and fabrication methods for the devices using a laser means. By focusing a pulsed laser beam into a transparent material substrate, a path of laser modified volumes can be formed with modified refractive index compared with the unprocessed material. By selecting appropriate laser parameters and relative scan speed, the laser modified path defines an optical waveguide. Separation distance of the individual modified volumes define a periodic modification pattern along the waveguide path, so that the waveguide structures also exhibit grating responses, for example, as spectral filters, Bragg reflectors, grating couplers, grating sensors, or other devices. This method of direct laser fabrication enables one-step fabrication and integration of periodic or aperiodic refractive-index modulation devices together with optical waveguiding properties to enable low-cost, multifunctional 1D, 2D or 3D optical circuit fabrication for simple and complex applications.