A micro fluidic system comprising at least one tube (1), a membrane (3) and at least one fitting member (4). The fitting member (4) is positioned around the membrane (3) and an end part (2) of the tube(s) (1), thereby fitting the membrane (3) to the end part(s) (2). The fitting member(s) (4) is/are made from a shrinkable material, and it/they is/are fitted tightly around the membrane (3) end part(s) (2). This is obtained by causing the shrinkable material to shrink, e.g. by heating the material, while the fitting member (4) is positioned around the membrane (3) and the end part(s) (2). It is an advantage that the fitting member (4) is made from a shrinkable material because this provides the possibility of fitting the membrane (3) tightly to the end part(s) (2) in an easy and cost effective manner. The micro fluidic system is very suitable for use in a probe, such as a dialysis probe. Also claimed is a method of manufacturing the micro fluidic system.