The first microstructured polymer optical fibre is described. Both experimental and theoretical evidence is presented to establish that the fibre is effectively single moded at optical wavelengths. Polymer-based microstructured optical fibres offer key advantages over both conventional polymer optical fibres and glass microstructured fibres. The low-cost manufacturability and the chemical flexibility of the polymers provide great potential for applications in data communication networks and for the development of a range of new polymer-based fibre-optic components.