We investigate femtosecond laser direct writing (FLDW) in the fabrication of magneto-optical (MO) microstructures. The experimental results show that FDLW can introduce positive refractive index change in the MO materials. With the increase of the writing intensity of femtosecond laser pulses, refractive index change increases, whereas Verdet constant of the damaged area decreases nonlinearly. With suitable writing intensity, we obtain a single-mode waveguide in which Verdet constant is 80% of the bulk MOg lass.