The development of the two-photon laser lithography technique for the fabrication of optical elements with characteristic dimensions of a few microns is an important goal. Here, two-photon laser lithography is used to produce micro-optical waveguides from OrmoComp® hybrid photoresist. The waveguides are optically isolated from a substrate and are connected to total internal reflection prism adapters for coupling optical radiation in and out of them. The transmission spectra of the entire input adapter–waveguide–output adapter structure are calculated and measured and it is shown that the transmission coefficient in the few-mode regime is 20–40% in the spectral range of 700–1650 nm. According to calculations, the main mechanism of losses in such a structure is determined by strong scattering in the region of joint between the conical part of the adapter and the waveguide caused by the complex structure of the optical field, as well as by the violation of the total internal reflection regime in the prisms due to the large angular aperture of the focused radiation beam. It is shown that the Goos–Hänchen effect has to be taken into account in the design of the coupling elements.