A monolithic structured polymer preform was formed by in-situ chemical polymerization of high-purity MMA monomer in a home-made mould. The conditions for fabrication of the preforms were optimized and the preform was drawn to microstructured polymer optical fibre. The optical properties of the resultant elliptical-core fibre were measured. This technique provides advantages over alternative preform fabrication methods such as drilling and capillary stacking, which are less suitable for mass production.