In this paper we present a three-dimensional waveguide structure with unique optical and fluidic properties and demonstrate its application as a substrate for DNA microarrays. The structure is fabricated by thermal oxidation of a macroporous silicon membrane with a periodic pattern of discrete pores running perpendicular through the substrate. Partial oxidation generates a SiO2 membrane, but leaves a rectangular grid of silicon walls dividing the membrane into compartments. We show that the SiO2 walls act as optical waveguides and characterize their optical properties; modes can be launched using Koehler illumination. The silicon walls optically isolate adjacent compartments and prevent light from spreading laterally in the membrane. In a DNA hybridization experiment, the detection of 100 attomol of a Cy-3 labeled DNA fragment (17 oligonucleotides) has been achieved with a signal to noise ratio of > 3:1. We believe that even lower detection limits can be achieved by further tuning the optical parameters of the three-dimensional waveguide structure.