Volume Bragg grating is one-step fabricated with femtosecond laser direct-writing technology inside a high nonlinearity chalcogenide glass of As2S3. As the generated femtosecond laser filamentation effect could combined with the cylindrical lens focusing method, a two-dimensional refractive index change interface could spontaneously grow along the incident direction with either the laser pulse energy or number increasing. A number of two-dimensional refractive index change interfaces are periodically arranged to stack into a volume Bragg grating. Through periodically moving the sample stage, a grating of 2 mm × 2 mm × 1.7 mm can be fabricated in 15 minutes. And the maximum diffraction efficiency of grating reached 95.49% under the optimal parameters. This study provides a new processing strategy for femtosecond laser direct-writing volume Bragg grating with high processing efficiency and excellent structural performance.