Femtosecond laser direct writing in glass is used to fabricate micro-optical integrated elements. To achieve high efficiency, volume gratings are fabricated inside glass by stacking layers. Maximum diffraction efficiency of 80% was achieved at 633 nm wavelength with a period of 10  μm in BK7 substrates. By embedding a diffraction grating inside the BK7 lens, an integrated element with two functions of light focusing and diffraction can be fabricated. This report describes optical elements of a volume grating embedded inside a planoconvex spherical lens and a cylindrical lens by showing light focusing of diffracted beams. Diffraction efficiency measurements and light-focusing characteristics of the fabricated integrated element were evaluated. Integrating a focus function with diffraction reduces system component count and facilitates miniaturization.