Light can be guided without diffraction in prefabricated structures: optical fibers and waveguides or in actively created spatial solitons in optically nonlinear media. Here, an approach in which a self‐stabilized optical waveguide develops from a reservoir of building blocks—spherical polymer microparticles (MPs)—and is pushed through an optically passive medium—water—is presented. The optical waveguide, formed by a chain of these microparticles and one microsphere wide, is self‐stabilized and propelled by the guided light, while its geometrical and dynamical properties depend on the diameter‐to‐wavelength ratio. The smallest investigated particles, 500 nm in diameter, form single‐mode waveguides up to tens of micrometers long, with the length limited only by optical losses. In contrast, waveguides constructed of larger MPs, 1 and 2.5 µm in diameter, are limited in length to only a few particles due to interference of different modes and beating of light intensity.