We present an overview of our recent achievements on fabrication, characterization and CW and passively Q-switched laser operation of Thulium and Holmium depressed-cladding waveguide lasers operating at ~2 µm and inscribed in anisotropic crystals by femtosecond direct laser writing. Variable waveguide geometries (buried and surface guides; circular, rectangular and hexagonal channels; Y-splitters) are described.