Diamond is a promising platform for sensing and quantum processing owing to the remarkable properties of the nitrogen-vacancy (NV) impurity. The electrons of the NV center, largely localized at the vacancy site, combine to form a spin triplet, which can be polarized with 532 nm laser light, even at room temperature. The NV's states are isolated from environmental perturbations making their spin coherence comparable to trapped ions. An important breakthrough would be in connecting, using waveguides, multiple diamond NVs together optically. However, still lacking is an efficient photonic fabrication method for diamond akin to the photolithographic methods that have revolutionized silicon photonics. Here, we report the first demonstration of three dimensional buried optical waveguides in diamond, inscribed by focused femtosecond high repetition rate laser pulses. Within the waveguides, high quality NV properties are observed, making them promising for integrated magnetometer or quantum information systems on a diamond chip.