We report on femtosecond laser writing of single mode optical waveguides in chalcogenide Gallium Lanthanum Sulphide (GLS) glass. A multiscan fabrication process was employed to create waveguides with symmetric single mode guidance and low insertion losses for the first time at 800 nm wavelength, compatible with Ti:Sapphire ultrafast lasers and nonlinear photonics applications. μRaman and x-ray microanalysis were used to elucidate the origin of the laser-induced refractive index change in GLS. We found that the laser irradiation produced a gentle modification of the GLS network, altering the Ga-S and La-S bonds to induce an increase in the refractive index. Nonlinear refractive index measurements of the waveguides were performed by finding the optical switching parameters of a directional coupler, demonstrating that the nonlinear properties were preserved, evidencing that GLS is a promising platform for laser-written integrated nonlinear photonics.