We describe a microfluidic all-optical technique to measure the thermophoresis of molecules. Within micrometer-thick chambers, we heat aqueous solutions with a micrometer-sized focus of infrared light. The temperature increase of about 1 K is monitored with temperature-sensitive fluorescent dyes. We test the approach in measuring the thermophoresis of DNA. We image the concentration of DNA in a second fluorescence-color channel. DNA is depleted away from the heated spot. The profile of depletion is fitted by the thermophoretic theory to reveal the Soret coefficient. We evaluate the method with numerical 3D calculations of temperature profiles, drift, convection and thermophoretic depletion using finite element methods. The approach opens new ways to monitor thermophoresis at the single molecule level, near boundaries and in complex mixtures. The flexible microfluidic setting is a good step towards microfluidic applications of thermophoresis in biotechnology.