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In femtosecond (fs) laser micromachining, such as microhole drilling, the hole created by previous laser pulses may act like a waveguide, whose sidewall may significantly affect the beam profile of subsequent laser pulses propagating into the hole. This effect is very important for both the fundamental study and the practical applications of fs laser micromachining, but has not been well studied in literature. The effect is investigated in this paper by numerically solving the transient Maxwell’s wave equation. The study reveals how microholes affect laser intensity profile for different laser and hole parameters, and the implied effects on fs laser micromachining. The study has provided a good fundamental physical explanation for the elliptical hole shape obtained in fs laser micromachining with linearly polarized laser beams.