The creation of photo-integrated volumetric nonlinear micro-structures in amorphous materials is discussed. The theoretical consideration of the formation of the nonlinear-optical spatial structures with small periodicity in a volumetric geometry of the creation of their profiles and the detailed analysis of properties of the inserted nonlinear polarizability has been presented. The obtained results of the experimental investigations show that, in comparison with the widely known simple method of the creation of nonlinear-optical structures by means of the plane-parallel laser beams, the considered case of the volumetric creation, by means of the crossed Gaussian beams in a volume of a sample, gives the important advantage connected with possibility of a wide variation of properties for the induced polarizability in volumetric media, allowing to create small-scale micro structures of the photo-integrated anisotropy with the different dimensions. As a result, the possibility of the creation of the spatially homogeneous photo-integrated volumetric modulation of anisotropy in oxide glass materials has been experimentally demonstrated. The studied photo-integrated nonlinear-optical spatially-periodic micro structures may be useful in future for the creation of the various photonic devices.