We present some of our results on the femtosecond laser direct writing and characterization of micro-gratings in Baccarat glass. Gratings were inscribed with amplified 800 nm, ∼100 femtosecond pulses at 1 kHz repetition rate. The change in refractive index of the modified region was estimated from grating efficiency measurements and was found to be ∼10-3. Micro-Raman studies demonstrated an increase in the intensity of the band near 596 cm -1 in the laser irradiated region clearly indicating an increase in the refractive index. Micro-Raman mapping of the grating showed a periodic variation of the band intensity further confirming the formation of grating. Structures with sub wavelength dimensions (<800 nm) were achieved with shaping of the input pulses using a rectangular slit. Waveguides were inscribed by optimizing parameters like slit width, focusing conditions, translation speed etc. We shall present our results on the physical, spectroscopic and optical characterization of these structures.