We demonstrate maskless, single-step fabrication of strongly birefringent Fresnel zone plates by focusing of femtosecond laser pulses deep within silica substrates. The process allows us to produce alternate zone rings directly by inducing a local refractive-index modification of the order of n similar to 10(-2). The embedded zone plates shown in this Letter exhibit efficiencies that vary by as much as a factor of similar to6 for orthogonal polarizations. Focal lengths of primary and secondary foci are shown to compare well with theory. (C) 2002 Optical Society of America.