Cancer epithelial cells often migrate away from the primary tumor to invade into the surrounding tissues. Their migration is commonly assumed to be directed by pre-existent spatial gradients of chemokines and growth factors in the target tissues. Unexpectedly however, we found that the guided migration of epithelial cells is possible in vitro in the absence of pre-existent chemical gradients. We observed that both normal and cancer epithelial cells can migrate persistently and reach the exit along the shortest path from microscopic mazes filled with uniform concentrations of media. Using microscale engineering techniques and biophysical models, we uncovered a self-guidance strategy during which epithelial cells generate their own guiding cues under conditions of biochemical confinement. The self-guidance strategy depends on the balance between three interdependent processes: epidermal growth factor (EGF) uptake by the cells (U), the restricted transport of EGF through the structured microenvironment (T), and cell chemotaxis toward the resultant EGF gradients (C). The UTC self-guidance strategy can be perturbed by inhibition of signalling through EGF-receptors and appears to be independent from chemokine signalling. Better understanding of the UTC self-guidance strategy could eventually help devise new ways for modulating epithelial cell migration and delaying cancer cell invasion or accelerating wound healing.