A three-dimensional (3D) holographic focal volume engineering method is proposed and employed for advanced multiphoton polymerization. A large number of foci are closely positioned in space according to a designed geometry, avoiding undesired interference effects by phase engineering. Through all-optical micro-displacements in space, the discrete foci bundle leads to the realization of complete 3D arbitrary structures. The microstructures are fabricated by direct laser writing without additional optical or mechanical motion support. We report a 20-times faster fabrication time in comparison to point-by-point laser polymerization techniques.