The use of glass capillaries as primary optics for X-ray diffraction equipment and especially for X-ray stress analyses is frequently discussed as possibility to achieve a small irradiated area for investigations of micro systems and a reasonably high X-ray intensity in order to keep the measuring time within reasonable limits. These aims, however, can generally not be reached to a satisfying extent due to physical and experimental obstacles. The major drawbacks are the limited brilliancy of the available X-ray tubes and the large divergence of the X-ray beam exiting conventional cylindrical capillaries. A novel concept of X-ray capillary is presented which allows an efficient variation of the X-ray spot size on the sample and enables to reduce the irradiated area down to few 10 mum, even when using conventional X-ray tubes. At the same time, the presented capillaries offer a more than one order of magnitude higher intensity than conventional capillaries delivering comparable spot sizes.