Cholesteric liquid crystals selectively reflect circularly polarised light with the same handedness as the helix. Because of their sensitivity to external stimuli, such as heat and electrical fields, various applications utilising their tunability have been proposed. Tuning is usually performed in the bulk, meaning that cholesteric liquid crystals usually possess a single pitch throughout the medium. However, when the helical structure is locally modulated, different optical properties arise, such as tunable photonic defect modes and multiple reflection bands. Here we show a technique to locally modulate the helical structure of cholesteric liquid crystals on a submicron scale, based on two-photon excitation direct laser lithography. Two examples of cholesteric liquid crystal structures with modulated helical structures will be presented.