We present the fabrication of a waveguide with integrated injection optics using a laser photoinscription technique in the bulk of a chalcogenide glass. The injection optic is a gradient index lens with a parabolic refractive index profile. Its focusing characteristics depend on the amplitude of the index gradient and the thickness of the lens. These two parameters can be used to optimize light injection when the lens is written in front of a waveguide. We show experimentally that the coupling efficiency can be superior to that obtained by conventional injection with an external lens. Numerical simulations show that this coupling efficiency can be as high as 85%. The simultaneous inscription of a waveguide and its injection lens result in a monolithic component that is compact, lightweight and insensitive to mechanical or thermal perturbations. Performance has been evaluated in the mid-infrared range, but these results can be extended to the visible.