A method of manufacturing a microfluidic device is described. A substrate having at least one device thereon is provided, wherein the device includes at least one channel. Next, a region beside the channel is heated, and then the substrate is pulled to neck the region such that at least one capillary connecting with the channel is formed. The present invention also provides a microfluidic device including a substrate and at least one capillary. In particular, the substrate has at least one device thereon, and the device has at least one channel. The capillary is connected with the channel, wherein the substrate and the capillary are a unity structure such that the interface between the capillary and the channel is dead-volume free.