The industrially important partial oxidation of hydrocarbons is frequently characterized by low conversions and yields, which are mostly related to mass and heat transfer problems. Due to the reaction conditions, such processes include also important safety risks and are still not sufficiently investigated. To study the influence of the process parameters on the product selectivity, a lab facility including a silicon-coated micro reactor of stainless steel has been developed and constructed. Due to its modular construction (e.g., replaceable capillary), it permits for the first time to perform catalyzed and noncatalyzed oxidations of hydrocarbons with oxygen as a two-phase process in a capillary reactor in a wide range of residence times (some minutes to 24h), temperatures and pressures. Especially wide ranges of reactant ratios and concentrations of inert gas, initiator, and additive are also accessible. The challenges of the reactor construction and their solutions are discussed.