In this work, we demonstrate that semiconductor microtubes fabricated by utilizing the self‐rolling mechanism of epitaxially grown strained bilayers can act as optical ring resonators. The mode structure is probed by the photoluminescence of an optically active material, i.e. self‐assembled quantum dots, embedded inside the microtube wall. We find a spectrum of sharp modes, which is in very good agreement with the result of a theoretical modelling of the microtube as a closed thin dielectric waveguide. This novel kind of microcavity, in which the optically active material is intrinsically located close to the optical field maximum, is a good candidate for both, new optoelectronic devices and cavity quantum electrodynamic experiments.