We propose and experimentally demonstrate the first tunable whispering gallery mode (WGM) photonic device based on side-hole microstructured optical fiber (SH-MOF) with internal electrodes, in which the WGM quality factors do not decrease significantly during the tuning process. The resonant modes are redshifted simply by increasing the temperature. A description of the thermal tuning properties of the WGMs in SH-MOF with internal electrodes is performed by using a two-stage computational methodology, where the effects of metal filling process are considered. SH-MOF devices with internal electrodes are tested and the experimental results show excellent agreement with the theory. A linear relationship between the shift rate of the WGM modes and temperature is observed. The tunable SH-MOF microresonator with internal electrodes is anticipated to find potential applications in optical filtering, optical switching, and highly integrated tunable photonic devices.