We propose a microfluidics device whose main functional part consists of a microcapillary produced by the self-rolling of a thin poly(dimethylsiloxane) film. Rolling is caused by inhomogeneous swelling of the film, pre-treated by oxygen plasma, in the vapour of chloroform. The capillaries are integrated with external electrical circuits by co-rolling electrodes and micro-resistors. The local control of temperature in the tubes by Joule heating is illustrated via the rate of an intra-tubular chemiluminescent reaction. The novel tubes with engineered inner structure can find numerous advanced applications such as functional elements of integrated microfluidics circuits.