Owing to the demand for low sample consumption and automated sample changing capabilities at synchrotron small-angle X-ray (solution) scattering (SAXS) beamlines, X-ray microfluidics is receiving continuously increasing attention. Here, a remote-controlled microfluidic device is presented for simultaneous SAXS and ultraviolet absorption measurements during protein dialysis, integrated directly on a SAXS beamline. Microfluidic dialysis can be used for monitoring structural changes in response to buffer exchange or, as demonstrated, protein concentration. By collecting X-ray data during the concentration procedure, the risk of inducing protein aggregation due to excessive concentration and storage is eliminated, resulting in reduced sample consumption and improved data quality. The proof of concept demonstrates the effect of halted or continuous flow in the microfluidic device. No sample aggregation was induced by the concentration process at the levels achieved in these experiments. Simulations of fluid dynamics and transport properties within the device strongly suggest that aggregates, and possibly even higher-order oligomers, are preferentially retained by the device, resulting in incidental sample purification. Hence, this versatile microfluidic device enables investigation of experimentally induced structural changes under dynamically controllable sample conditions.