We present an optofluidic nonlinear waveguide array that is fabricated by selectively filling several strands of a photonic crystal fiber with the liquid CCl(4), which exhibits a large focusing ultrafast Kerr nonlinearity. We demonstrate a power dependent formation of a spatial soliton in this novel optofluidic device. The large thermo-optical effect of liquids enables us to control the characteristics of the spatial soliton formation in these nonlinear structures. This opens the road toward flexible designs and the realization of a new class of optofluidic devices with complex nonlinear landscapes and novel effects.