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We report on the fabrication of circular cladding waveguides with cross-section diameters of 60-120 μm in Pr:YAG crystal by applying femtosecond laser inscription. The fabricated waveguides present 2D guidance on the cross-section and fairly low propagation losses. Multiple high-order guiding modes are observed in waveguides with different diameters. Corresponding simulation results reveal the origin of a specific kind of guiding modes. Confocal micro-Raman (μ-Raman) experiments demonstrate the modification effects in femtosecond laser affected areas and ascertain the refractive index induced guiding mechanism. In addition, luminescence emission properties of Pr3 ions at waveguide volume are well preserved during the femtosecond laser inscription process, which may result in a potential high-power visible waveguide laser.