We investigated refractive index induced by direct femtosecond laser writing inside fused silica and Nd:phosphate glass in heat accumulation regime. Spatial profile and magnitude of induced refractive index were investigated at various pulse repetition rates and translation velocities. It was shown that the magnitude of induced refractive index significantly rises with decreasing in time interval between successive laser pulses below the time for thermal diffusion. Going from nonthermal regime to heat accumulation regime, we achieved induced refractive index growth from 4 × 10−3 up to 6.5 × 10−3 in fused silica and from −6 × 10−3 to −9 × 10−3 in Nd:phosphate glass. Aspect ratio of treated area decreased from 2.1 down to less than 1.5 without correcting optical elements. It was shown that in heat accumulation regime, the treated area was surrounded by region of alternatively changed refractive index with significant magnitude up to −2 × 10−3. Wide regions of decreased refractive index enable fabrication of depressed cladding waveguides. We demonstrated low-loss (0.3 dB/cm) tubular waveguide inside fused silica. For orthogonal polarizations of guiding light, we achieved a small difference between losses as 0.1 dB/cm using highly symmetric written tracks forming the cladding. The desired structure was simulated with the beam propagation method, and the results were in good agreement with experiment data.