We report on the fabrication of annular cladding waveguides in Nd:YAG laser crystal by using femtosecond laser inscription. The circular cross sections of the optical waveguides were in dual-cladding and tri-cladding shapes with different diameters. Under the optical pump at 808 nm, the generated continuous-wave lasers at 1064 nm have been realized in the annular cladding waveguides. For dual-cladding and tri-cladding waveguides, the slope efficiencies of the waveguide lasers were calculated to be 21.3% and 20%, and the maximum output powers measured were 82 mW and 84 mW, respectively. In addition, the annular modal profiles were obtained for these cladding waveguides.