Using femtosecond laser writing, optical waveguides were monolithically integrated into a commercial microfluidic lab-on-a-chip device, with the waveguides intersecting a microfluidic channel. Continuous-wave laser excitation through these optical waveguides confines the excitation window to a width of 12 microm, enabling high-resolution monitoring of the passage of different types of fluorescent analytes when migrating and being separated in the microfluidic channel by microchip capillary electrophoresis. Furthermore, we demonstrate on-chip-integrated waveguide excitation and detection of a biologically relevant species, fluorescently labeled DNA molecules, during microchip capillary electrophoresis. Well-controlled plug formation as required for on-chip integrated capillary electrophoresis separation of DNA molecules, and the combination of waveguide excitation and a low limit of detection, will enable monitoring of extremely small quantities with high spatial resolution.