We report on, to the best of our knowledge, the first fs-laser-written waveguide laser in Yb3+:CaGdAlO4
(Yb:CALGO). With Yb:CALGO crystals grown in our labs, we obtained a slope efficiency of 69% and up to 2.4 W of continuous wave (cw) output power in a waveguide-laser configuration. Moreover, bulk laser experiments with Yb:CALGO were performed, and slope efficiencies up to 73%, optical-to-optical efficiencies of 65%, and maximum cw output powers of 3.3 W were reached. These are the highest efficiencies in the laser configuration with Yb:CALGO.