We demonstrate for the first time functional arrayed waveguide gratings (AWGs) fabricated using the femtosecond laser direct-write technique. This fabrication technique is a mask-less alternative to lithography enabling design flexibility and rapid prototyping. It is ideal for customized small scale production for new applications. The devices were demonstrated in the visible region at 632.8 nm with a measured free spectral range (FSR) of 22.2 nm, and 1.35 nm resolution. To highlight the advantages of using a 3-dimensional fabrication technique, a 3-port photonic lantern was integrated with an AWG in a single monolithic chip. Integration of this type is not feasible with lithography-based AWG fabrication and can increase the functionality of AWGs for sensing applications.