We develop a novel method for structure determination of confined fluids using diffraction-grating-based x-ray interferometry.Within this approach, diffraction from a microfluidic array, which acts both as confinement and transmission diffraction grating, provides the reference wave, whereas the density modulations of the confined fluid, acting as a weak phase object, generate the object wave. The ensemble-averaged density profile of the fluid perpendicular to the confining channel is then unambiguously obtained from the interference between the reference and object waves by direct Fourier inversion.