A cylindrical transparent conductive oxide‐less dye‐sensitized solar cell (DSSC) consisting of glass tube/stainless steel mesh–TiO2–dye/gel electrolytes/Pt‐Ti rod having capability of self‐light trapping is reported. Replacing the glass tube with heat‐shrinkable tube to reduce electrolyte gap and optical loss due to light transmission and reflection led to the enhancement in the power conversion efficiency from 2.61% to 3.91%. Profiling of the current distribution measured by laser beam‐induced current exhibited nearly the same current in the axial and radial directions, suggesting that light reflection on a cylindrical DSSC does not affect the efficiency seriously. Optimized best DSSC in this novel device architecture gave a short‐circuit current density of 11.94 mA/cm2, an open‐circuit voltage of 0.71 V and a fill factor of 0.66 leading to the power conversion efficiency of 5.58% at AM 1.5 under simulated solar irradiation. Copyright © 2011 John Wiley & Sons, Ltd.