Materials properties are strictly dependent on their microstructure. The internal symmetries and the disposition of the constituting atoms of a material, which depend on its crystallographic structure, greatly affect its response to mechanical, electromagnetic and thermal stimuli. This dependence is notably exploited for the conception and fabrication of heterogeneous materials, where the coexistence of different components results in improved physical properties, or in the development of novel capabilities. Here, we investigate the formation process of heterogeneous phases within dielectric multilayer structures, mediated through the exposure to femtosecond lasers. Thanks to the tight confinement of energy and the electric field-modulating effect of the layers themselves, laser exposure of layered dielectrics enables the localized formation of crystallites within the laser-affected area, effectively changing the material's properties at a microscopic scale. The manuscript starts with a general introduction on the state of matter and on the fundamentals of femtosecond laser machining, providing the context of our research, the current state-of-the-art in thin films laser processing and explaining the experimental approach of the thesis. Given the complexity of these materials systems, a section of the manuscript is also consecrated to the illustration of the computational methods used in this thesis in order to calculate the propagation of light through the multilayer structures. The occurrence of laser-induced crystallization is then studied more in detail, and the observation of extreme confinement of this modification type along the beam propagation axis is discussed. Specifically, it is shown that the multilayer structure is responsible for the modulation of the laser's electric field, which then results in localized energy maxima, promoting the confinement of the modifications. The investigation of such buried nano-structures with Third Harmonic Generation microscopy will also be discussed, as this non-destructive method enables fast and repeatable characterization of laser-processed samples. Although femtosecond processing of dielectrics is, at the single pulse level, a non-thermal phenomenon, the accumulation of pulses at high repetition rates results in the observation of a thermal regime, where thermal relaxation occurs over the same, or longer, timescale than the inter-pulse time interval. To this end, this work also investigates the influence of thermal effects on crystallization, and traces a comparison between two different crystallization regimes, one based on non-linear absorption (with and without thermal influences) and a second one relying on linear absorption through exposure to a continuous-wave laser. Finally, a case study illustrating the use of femtosecond lasers for phase engineering in the Al2O3/Nb2O5 multilayer system is presented, showcasing the nature of the laser-induced modifications. In summary, this thesis offers a contribution towards a better understanding of the laser-matter interaction between femtosecond laser beams and multilayer dielectric materials. This is done with a particular focus on the modalities of laser-induced crystallization, and on the confinement of such material's modifications along the laser beam propagation direction.