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We report on mirrorless laser operation of Nd:YVO_4 single- and double-cladding waveguides fabricated by femtosecond laser direct writing. Fundamental- (LP_01) and high-order-mode (LP_03, LP_05) guiding and lasing have been observed in waveguides with different geometries and sizes. Double-cladding waveguides exhibit good guiding and lasing performance via inheriting advantages respectively from individual single cladding. As a result, continuous-wave lasing with a threshold as low as 59 mW is obtained, depending on the optical feedback provided only by Fresnel reflections at the waveguide end faces. By using few-layer graphene as saturable absorber, passively Q-switched operation in fabricated waveguides is also achieved.