Whispering-gallery-mode (WGM) microcavities with high-quality factors and small volumes have attracted intense interests in the past decades because of their potential applications in various research fields such as quantum information, sensing, and optoelectronics. This leads to rapid advance in a variety of processing technologies that can create high-quality WGM micro- cavities. Due to the unique characteristics of femtosecond laser pulses with high peak intensity and ultrashort pulse duration, femtosecond laser shows the ability to carry out ultrahigh precision micromachining of a variety of transparent materials through nonlinear multiphoton absorption and tunneling ionization. This review paper describes the basic principle of femtosecond laser direct writing, and presents an overview of recent progress concerning femtosecond laser three-dimensional (3D) fabrications of optical WGM microcavities, which include the advances in the fabrications of passive and active WGMs microcavities in a variety of materials such as polymer, glass and crystals, as well as in processing the integrated WGM-microcavity device. Lastly, a summary of this dynamic field with a future perspective is given. © 2015, Science China Press and Springer-Verlag Berlin Heidelberg.