This study describes the fabrication of hybrid micro- and nanostructures of semiconductor nanocrystals arranged in microscopic lines inside of a borosilicate glass doped with CdSxSe1-x. This was performed using a two step process of (1) ultrafast laser modification and (2) heat treatment. The glass was photomodified using focused sub-picosecond infra-red pulses with 1 MHz repetition rate to create linear domains with local compositional variations. Heat treating the sample at temperatures near glass transition preferentially precipitated semiconductor in the modified regions, as evidenced by confocal fluorescence microscopy. The optical properties of the precipitated nanocrystals varied with heat treatment duration.