In this work, we report on the first, to our knowledge, 2.05-µm laser based on femtosecond-laser direct written (FsLDW) Tm,Ho:YLF cladding waveguides. A channel waveguide with a 90-µm diameter "fiber-like" low-index cladding is fabricated in a 6 at. % Tm3+, 0.4 at. % Ho3+:LiYF4 crystal by FsLDW. Pumped by Ti:sapphire laser at 795.1 nm, the fabricated waveguide supports efficient lasing oscillation at 2050 nm with a maximum output power of 47.5 mW, a minimum lasing threshold of 181 mW, and a slope efficiency of 20.1%. The impacts of cavity conditions and polarizations of the pump light on the obtained lasing performance are well studied. The experimental results obtained in this study demonstrate the great potential of utilizing Tm,Ho:YLF and FsLDW for the development of durable mid-infrared lasers featuring compact designs.