We report the realisation of high-quality, proton-exchanged optical waveguide structures in neodymium-doped lithium niobate. Measurements indicate that the presence of the neodymium does not alter the proton exchange rate, and the presence of the protons does not affect the emission and absorption spectra of the bulk material significantly. Such waveguides will permit the realisation of highly efficient semiconductor laser pumped amplifiers and laser structures integrated with electro-optic and/or acousto-optic elements.