Polymeric waveguides were fabricated by proton implantation on poly(methyl methacrylate) (PMMA). Depth profiles of the refractive indices of modified regions were obtained and were found to be in good agreement with the stopping power curve of protons in PMMA. It means that the waveguides are formed at the depths where the stopping power is the maximum value. Light losses for 635 nm wavelength were measured using planar waveguides to verify if the transmittance is enough for the application of the technique to optical devices.