A　direct　joining　of　sapphire　and　Fe-36Ni　alloy　was　successfully　realized　via　femtosecond　laser　micro-welding　for　the　first　time.　A　sound　joint　without　any　voids　or　microcracks　was　obtained　with　a　narrow　interface　width　less　than　1　mu　m.　There　was　no　obvious　element　diffusion　or　metallurgical　reactions　at　the　interface.　Sapphire　and　Fe-36Ni　alloy　were　found　chemically　bonded　and　mechanically　interlocked　evidenced　by　jagged　feature　at　the　interface　due　to　＂cold＂　machining　of　femtosecond　laser　ablation.　The　highly　localized　femtosecond　laser　irra-diation　and　smaller　heat-affected　zone　contributed　to　the　shear　strength　of　the　joint　as　high　as　108.35　MPa.　A　higher　laser　scanning　speed　corresponded　with　less　jagged　feature　and　thermal　stress　due　to　the　reduced　thermal　deposition　at　the　interface.　Proper　micro-welding　parameters　were　obtained　for　sapphire/Fe-36Ni　alloy,　and　was　verified　in　the　direct　joining　of　sapphire/steel　and　sapphire/silicon.　It　appears　the　femtosecond　laser　micro-welding　technique　is　promising　for　direct　joining　of　materials　with　large　physical　property　disparities,　and　beneficial　for　manufacturing　of　optomechanical　components　at　high　precision,　efficiency　and　performance.