Photonic integrated circuits (PICs) directly written with a femtosecond laser have shown great potential in many areas such as quantum information processing (QIP). Many applications, like photon-based quantum computing, demand the up-scaling of PICs and ever-higher optical performance, such as controllable polarisation dependence and lower loss. In order to overcome current limitations in fabrication precision, repeatability and material uniformity, a solution for non-destructive testing of large-scale PICs in a component-wise manner is desired to meet those ever-stricter demands. Here we demonstrate a solution for non-destructive component-wise testing by predicting the performance of a PIC component based on imaging with an adaptive optical third-harmonic-generation (THG) three-dimensional (3D) microscope. The 3D THG imaging can be performed on any component or part of it inside multi-component PIC. Moreover, through discovering new phenomena we also demonstrated that 3D THG microscopy provides a new pathway towards studying the fundamentals of light-matter interaction in transparent materials.