We report the one-step precipitation of CdS quantum dots in the volume of CdS-doped silicate glass under the focused femtosecond laser beam without additional heat treatment of glass. Femtosecond direct laser writing leads to the annular distribution of the precipitated CdS quantum dots in laser-written domain optical properties of which could be tuned by laser beam parameters. Increasing the laser pulse number to 103 significantly enhances luminescence intensity in the domains, while further increasing up to 106 pulses leads to luminescence quenching. A possible scenario for the formation and distribution of quantum dots is proposed.