Chalcogenide Glasses (ChGs) is a class of inorganic glass formed by covalent bonding of one or more chalcogens (sulfur, selenium and tellurium, but excluding oxygen) and other elements (such as arsenic, germanium and stibium). ChGs are important materials to develop nonlinear integrated photonic devices, since they have many good characteristics as nonlinear optical materials, such as high the third-order nonlinearity, low two-photon absorption and good performance on stimulated Brillouin scattering. However, waveguides and other integrated devices based on ChGs are not easy to be fabricated due to their physical and chemical characteristics. Hence, the fabrication technology is crucial for the development of ChG nonlinear integrated photonic devices. In this paper, a comprehensive review on current fabrication technologies of ChG integrated optical waveguide structures is provided firstly, including wet etching, dry etching, lift-off, spinning coating of ChG solution, hot Embossing and so on. Then a fabrication method based on hot melt smoothing and micro-trench filling of ChGs is introduced in detail, which was proposed and developed by our laboratory. The processing of this fabrication method is as follows. Step one, a micro-trench is fabricated in a silica substrate by photolithography and dry etching or wet etching. Step two, the ChG film is deposited on the substrate by thermal evaporation or sputtering. Step three, the chip is annealed at the proper temperature, during which the ChG is melted and flows to the trench, leading to a reverse ridge waveguide structure. Experiment result showed that the measured waveguide sample has a low transmission attenuation of 0.74 dB/cm in its quasi-TE mode. This method also could be used to fabricate ChG micro-ring resonators. The measured resonator sample had good performance with a resonance quality factor of 180 000. Nonlinear optical properties of ChG waveguides fabricated by this method were also demonstrated experimentally. The third-order nonlinearity was demonstrated by the experiment of stimulated four-wave mixing. The nonlinear coefficient of the waveguide sample could be calculated by fitting the experiment results, showing a high value of 14.1 W^-1m^-1. A pump-probe method was used to measure the backward stimulated Brillouin scattering in the waveguide sample. Experiment results showed that the Brillouin frequency shift of the waveguide was ~6.25 GHz, and the Brillouin gain coefficient of the waveguide was 377 W^-1m^-1. By these works, it is demonstrated that the method based on hot melt smoothing and micro-trench filling of ChGs provides a simple way to fabricate high quality ChG waveguides, which have good performance on low loss transmission and nonlinear optical properties. Hence, it is promising to be used in develop nonlinear integrated photonic devices in the future. Finally, a perspective of this fabrication method of ChG integrated photonic devices is provided. Two interesting topics are proposed. Firstly, nonlinear waveguides with specific dispersion characteristics have important applications such as broadband four-wave mixing and supercontinuum generation. In this method, the waveguide structure is determined by the shape of the micro-trench. Hence, the dispersion of ChG waveguide can be tailored by complicated reverse ridge waveguide structure, which could be fabricated by this method. Theoretical design has shown that ultrabroadband flat and low dispersion with three zero dispersion points could be realized by this way. Developing ChG waveguides with specific dispersion would be an important topic to develop practical nonlinear integrated photonic devices by this method. Secondly, ChG waveguides fabricated by this method could support optical and acoustic guiding modes simultaneously, since ChGs have high refractive index and low acoustic velocity. Hence, ChG waveguides have strong acousto-optic interaction, leading to a good property on stimulated Brillouin scattering. Recently, we proposed that this characteristics of ChGs also can be applied to develop optomechanical crystal microcavity, which could be fabricated by this method. Theoretical analysis showed that the proposed ChG optomechanical crystal microcavity could be embedded in its silica cladding, supporting a nonsuspended structure, which can not be realized by silicon photomechanical crystal microcavity. The nonsuspended structures have the advantage of more flexible designs, and they can directly realize functions such as acoustic mode coupling among cavity arrays and external modulations without extra structures. How to realize such a nonsuspended ChG optomechanical crystal microcavity is also an interesting topic for the application of this fabrication method.