We report on the fabrication of stress-induced optical channel waveguides and waveguide splitters with laser-depressed cladding by femtosecond laser. The laser beam was focused into neodymium doped phosphate glass by an objective producing a destructive filament. By moving the sample along an enclosed routine in the horizontal plane followed by a minor descent less than the filament length in the vertical direction, a cylinder with rarified periphery and densified center region was fabricated. Lining up the segments in partially overlapping sequence enabled waveguiding therein. The refractive-index contrast, near- and far-field mode distribution and confocal microscope fluorescence image of the waveguide were obtained. 1-to-2, 1-to-3 and 1-to-4 splitters were also machined with adjustable splitting ratio. Compared with traditional femtosecond laser writing methods, waveguides prepared by this approach showed controllable mode conduction, strong field confinement, large numerical aperture, low propagation loss and intact core region.