We report on the first experimental demonstration of the thermal control of coupling strength between a rolled-up microtube and a waveguide on a silicon electronic-photonic integrated circuit. The microtubes are fabricated by selectively releasing a coherently strained GaAs/InGaAs heterostructure bilayer. The fabricated microtubes are then integrated with silicon waveguides using an abruptly tapered fiber probe. By tuning the gap between the microtube and the waveguide using localized heaters, the microtube-waveguide evanescent coupling is effectively controlled. With heating, the extinction ratio of a microtube whispering-gallery mode changes over an 18 dB range, while the resonant wavelength remains approximately unchanged. Utilizing this dynamic thermal tuning effect, we realize coupling modulation of the microtube integrated with the silicon waveguide at 2 kHz with a heater voltage swing of 0-6 V.