Devices such as capillaries for capillary electrophoresis are formed by contacting a gel precursor with a substrate comprising a permeable material that has higher permeability for organic solvents than water. The gel precursor is made of a water soluble polymer having hydrophobic moieties in a solvent mixture comprising water and an organic solvent, wherein in the absence of the organic solvent, the polymer forms a self-assembled gel. The organic solvent is allowed to permeate through the permeable material resulting in the formation of the self-assembled gel.