Femtosecond laser writing is applied to form Bragg grating waveguides in the diamond bulk. Type II waveguides are integrated with a single pulse point-by-point periodic laser modification positioned toward the edge of the waveguide core. These photonic devices, operating in the telecommunications band, allow for simultaneous optical waveguiding and narrowband reflection from a fourth-order grating. This fabrication technology opens the way toward advanced 3D photonic networks in diamond for a range of applications.