Carbon nanotubes have long been described as rolled-up graphene sheets. It is only fairly recently observed that longitudinal cleavage of carbon nanotubes, using chemical, catalytical and electrical approaches, unzips them into thin graphene strips of various widths, the so-called graphene nanoribbons. In contrast, rolling up these flimsy ribbons into tubes in a real experiment has not been possible. Theoretical studies conducted by Kit et al. recently demonstrated the tube formation through twisting of graphene nanoribbon, an idea very different from the rolling-up postulation. Here we report the first experimental evidence of a thermally induced self-intertwining of graphene nanoribbons for the preferential synthesis of (7, 2) and (8, 1) tubes within parent-tube templates. Through the tailoring of ribbon's width and edge, the present finding adds a radically new aspect to the understanding of carbon nanotube formation, shedding much light on not only the future chirality tuning, but also contemporary nanomaterials engineering.