We report for the first time on optical waveguides in zinc oxide (ZnO) crystals fabricated by femtosecond laser direct writing. The confocal Raman microscopy under 488 nm laser excitation is used to investigate the micro-modifications of the laser irradiation, and guiding properties are studied via the end-face coupling at 632.8 nm. The mode modulation has been achieved by the adjustment of laser writing parameters. A minimum propagation loss of ∼6 dB/cm is obtained for the double-line waveguide structures. A Y-branch waveguide beam splitter is also fabricated, reaching a splitting ratio of nearly 1:1. The original optical properties in the guiding region have been well preserved, according to the confocal Raman investigation, which suggests potential applications of the ZnO waveguides for integrated photonics and nonlinear optics.