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An all-diamond photonic circuit was implemented by integrating a diamond microsphere with a femtosecond-laser-written bulk diamond waveguide. The near surface waveguide was fabricated by exploiting the Type II fabrication method to achieve stress-induced waveguiding. Transverse electrically and transverse magnetically polarized light from a tunable laser operating in the near-infrared region was injected into the diamond waveguide, which when coupled to the diamond microsphere showed whispering-gallery modes with a spacing of 0.33 nm and high-quality factors of 10⁵. By carefully engineering these high-quality factor resonances, and further exploiting the properties of existing nitrogen-vacancy centers in diamond microspheres and diamond waveguides in such configurations, it should be possible to realize filtering, sensing and nonlinear optical applications in integrated diamond photonics.