We present a lithography-free procedure for fabricating intrinsically three-dimensional microchannels within PDMS elastomers using nylon monofilament molds. We embedded nylon monofilaments in an uncured PDMS composite to fabricate straight channels of desired length, for use as molds to form the microchannels. Next, we fabricated two layer devices consisting of dialysis membranes, which preconcentrate specific proteins in accordance with molecular weight, in between two layers of PDMS substrates with embedded microchannels. Because of the membrane isolation, analyte exchange between two fluidic layers can be precisely controlled by an applied voltage. More importantly, given that only small molecules pass through the dialysis membrane, the integrated membrane is suitable for molecular sieving or size exclusion for a concentrator prior to microchip electrophoresis. Researchers can use our microchip design for online purification and preconcentration of proteins in the presence of excess reagent immediately after fluorescent labeling. This method's technical advantage is that three-dimensional microstructures, such as microchannels that have a circular cross-section, are readily attainable and can be fabricated in a straightforward manner without using specialized equipment. Our method is a low-cost, environmentally sustainable procedure for fabricating microfluidic devices, and will render microfluidic processes more accessible and easy to implement.