Mechanical strain formed at the interfaces of thin films has been widely applied to self‐assemble 3D microarchitectures. Among them, rolled‐up microtubes possess a unique 3D geometry beneficial for working as photonic, electromagnetic, energy storage, and sensing devices. However, the yield and quality of microtubular architectures are often limited by the wet‐release of lithographically patterned stacks of thin‐film structures. To address the drawbacks of conventionally used wet‐etching methods in self‐assembly techniques, here a dry‐release approach is developed to roll‐up both metallic and dielectric, as well as metallic/dielectric hybrid thin films for the fabrication of electronic and optical devices. A silicon thin film sacrificial layer on insulator is etched by dry fluorine chemistry, triggering self‐assembly of prestrained nanomembranes in a well‐controlled wafer scale fashion. More than 6000 integrated microcapacitors as well as hundreds of active microtubular optical cavities are obtained in a simultaneous self‐assembly process. The fabrication of wafer‐scale self‐assembled microdevices results in high yield, reproducibility, uniformity, and performance, which promise broad applications in microelectronics, photonics, and opto‐electronics.