We reported a new approach to the fabrication of three-dimensional refractive-index-modified microstructures inside transparent materials by combining two-dimensional writing by scanning the focus of the femtosecond laser pulse and by forming the long filament in the third dimension. In this way, embedded diffractive beam shapers of grid, square, and ring gratings were obtained in the bulk of fused silica by use of a femtosecond laser with a wavelength of 810 nm and a repetition rate of 1 KHz. These structures and their refractive efficiencies were optimized by selection of the appropriate fabrication parameters, including the pulse energy, grating period, scanning speed, and scanning repetition. The good performance of these devices indicates that, owing to its simple and flexible method for fabricating complex phase elements inside transparent materials, this technique has potential applications to integrated optics.