An optical fiber coil of sub-micron diameter is shown to exhibit self-coupling between adjacent turns so as to form a three-dimensional optical resonator of relatively low loss and high Q. As long as the pitch of the coil and propagating wavelength remain on the same order (or less than) the fiber diameter, resonance may occur. Resonances can be induced by allowing adjacent turns of the coil to touch each other. Optical devices such as resonators and interferometers may then be formed from such "microcoils" that exhibit superior characteristics to conventional planar devices. A method of forming such a microfiber using indirect laser heating is also disclosed.