Laser-induced graphene (LIG) has been systematically investigated and employed because of the spartan laser synthesis and functional three dimensional (3D) foam-like structures. However, thermally induced deformation during laser processing is generally undesirable and, therefore, strictly suppressed. This work introduces a novel laser-guided self-assembly approach integrated into the fabrication of LIG to generate multiscale 3D graphene foam structures in a single step. Leveraging the photothermal effects of laser ablation on polyimide films, we achieve concurrent LIG production and self-assembly, enabling the transformation of two dimensional films into 3D micro-rolls. The process is finely tuned through interface modification and optimized laser parameters, allowing precise control over the geometry of the resulting structures. Systematic investigations reveal that varying laser power and line spacing effectively adjust the diameters of the LIG micro-rolls. Characterization indicates that the LIG micro-rolls can be fabricated with very large curvature and limited internal space, enhancing the potential for microscale applications. Furthermore, our laser strategy facilitates the creation of symmetric, asymmetric, and double-tube micro-rolls, underscoring its design flexibility. This work highlights the potential of the laser-guided self-assembly strategy in graphene nanomaterials and miniaturized applications, which has been exemplarily verified through the LIG micro-roll supercapacitors.