Controllable locomotion in the micro-/nanoscale is challenging and attracts increasing research interest. Tubular microjets self-propelled by microbubbles are intensively investigated due to their high energy conversion efficiency, but the imperfection of the tubular geometry makes it harder to realize linear motion. Inspired by the macro rocket, we designed a tubular microjet with a grating-structured wall which mimics the guiding empennage of the macro rocket, and we found that the fluid can be effectively guided by the grooves. Both theoretical simulation and experimental work have been carried out, and the obtained results demonstrate that the stability margin of the grating-structured microjet can be enhanced. Compared with microjets with smooth walls, the structured microjets show an enhanced ability of moving linearly. In 10% H2O2, only 20% of the smooth microjets demonstrate linear trajectories, while 80% of the grating-structured microjets keep moving straight. The grating-structured microjet can maintain linear motion under external disturbance. We further propose to increase the stability by introducing a helical grating structure.