Surface-relief gratings with submicrometer modulation periods were ablated by F2-laser radiation in thin metal-oxide films to produce resonant grating waveguide structures. For 150 nm films of Nb2O5, grating amplitudes in the range of 5-50 nm could be reproducibly excised with a controlled exposure of a laser energy density and a number of pulses within a narrow processing window. Resonant coupling of 800 nm ultrashort pulsed laser light into the resulting grating waveguide structure is verified with reflection and transmission spectra and satisfactorily modeled by coupled-mode theory. The laser-fabricated grating waveguides are attractive for high damage threshold reflectors and biosensor applications.