The creation of complex three-dimensional (3D) microcoils has attracted significant attention from both scientific and applied research communities. However, it still remains challenging to build 3D microcoils with arbitrary configurations using conventional planar lithographic fabrication methods. This Letter presents a new facile method based on an improved femtosecond laser wet etch technology and metal microsolidifying process for the fabrication of on-chip complex 3D microcoils inside fused silica. The diameter of the microcoils is about 30 μm, and the effective length of the microchannel is about 13 mm. The aspect ratio of the microcoils can be larger than 400:1, and the microchannel exhibiting good uniformity and smoothness also has good flowability for high-viscosity conductive gallium metal. Based on this approach, we fabricated complex microcoils such as U-shaped and O-shaped microcoils that can be easily integrated into a "lab on a chip" platform or microelectric system inside fused-silica substrate.