The femtosecond laser direct write technique enables the fabrication of integrated three dimensional miniaturised optical components in various transparent dielectric media by translating those samples with a computer controlled stage with respect to a tightly focused laser beam. Nonlinear absorption processes can lead to a pathway of local permanent index change inside the material. In this paper we review our work in glasses doped with active ions. Integrated waveguide amplifiers working in the wavelength range between 1-3 micron have been realised by inscribing low-loss optical waveguides in phosphate, borosilicate or fluoride glasses doped with rare-earth ions like erbium, ytterbium, holmium or thulium. By incorporating wavelength-selective feedback elements like fibre- or waveguide Bragg gratings or distributed feedback structures, integrated chip lasers have been fabricated.