Pyrolysis, which involves thermal decomposition of materials at elevated temperatures, has been commonly applied in the chemical industry. Here we explored the pyrolysis process for 3D nanofabrication. By strain engineering of nanomembranes on a thermal responsive polymer as the sacrificial layer, we demonstrated that diverse 3D rolled-up microstructures with different functions could be achieved without any additional solution and drying process. We carefully studied the effect of molecular weight of the polymer in the pyrolysis process and identified that the rapid breakdown of molecular backbone to a monomer is the key for nanomembrane releasing and rolling. Preferential rolling direction and corresponding dynamics were studied by analyzing the real-time video of the rolling process. We further demonstrated the versatile functions of the fabricated 3D structures as catalytic microengines and optical resonators. The simple fabrication methodology developed here may have great potential in producing functional 3D tubular micro-/nanostructures.