The increasingly narrow and brilliant beams at X-ray facilities reduce the requirements for both sample volume and data acquisition time. This creates new possibilities for the types and number of sample conditions that can be examined but simultaneously increases the demands in terms of sample preparation. Microfluidic-based sample preparation techniques have emerged as elegant alternatives that can be integrated directly into the experimental X-ray setup remedying several shortcomings of more traditional methods. We review the use of microfluidic devices in conjunction with X-ray measurements at synchrotron facilities in the context of 1) mapping large parameter spaces, 2) performing time resolved studies of mixing-induced kinetics, and 3) manipulating/processing samples in ways which are more demanding or not accessible on the macroscale. The review covers the past 15 years and focuses on applications where synchrotron data collection is performed in situ, i.e. directly on the microfluidic platform or on a sample jet from the microfluidic device. Considerations such as the choice of materials and microfluidic designs are addressed. The combination of microfluidic devices and measurements at large scale X-ray facilities is still emerging and far from mature, but it definitely offers an exciting array of new possibilities.