Abstract Nanoparticle surfactants have been widely used to construct structured liquids in oil‐water systems. Less attention, though, has been given in non‐aqueous systems, for example, oil‐oil systems, mainly due to the lack of suitable surfactants. Here, by using newly developed molecular brush surfactants (MBSs) that form at the DMSO‐silicone oil interface, the construction of all‐oil microfluidic devices is reported with advanced functions. Due to the high interfacial activity of MBSs, Plateau‐Rayleigh instabilities of liquid jets can be completely suppressed, leading to the production of liquid threads with jammed MBSs at the interface. Taking advantage of the 3D printing technique, all‐oil microfluidic devices with complex structures can be constructed, showing promising applications in mass transmission, chemical separation, and material synthesis.