A diffractive optical element was fabricated by monolithically integrating two volume phase-gratings (VPGs) in the bulk of a single-piece transparent material. A computer model of the diffraction generated by the double volume phase-grating (DVPG) was made with a rigorous coupled wave analysis simulator. Simulations and experiments show that the diffractive behavior of a DVPG can be controlled by arranging the relative displacement and the distance between the VPGs according to Talbot self-imaging planes. In order to diffract the total incident light, the phase accumulation in the VPGs has to be π/2, which was achieved by single-scan femtosecond laser processing of a nanocrystal doped glass as the substrate material. Ex situ microscope images of the cross-sections are presented for laser processed lines in the form of VPGs and DVPGs. The far-field diffraction of DVPGs formed by selectively located VPGs was characterized with a monochromatic 633 nm and a supercontinuum white light. Functional designs of high diffraction efficiency with potential applications in photonics were successfully fabricated in a one-step and free of chemicals process.