Standard microporous materials are typically crystalline solids that exhibit a regular array of cavities of uniform size and shape. Packing and directional bonding between molecular building blocks give rise to interstitial pores that confer size and shape-specific sorption properties to the material. In the liquid state interstitial cavities are transient. However, permanent and intrinsic "pores'' can potentially be built into the structure of the molecules that constitute the liquid. With the aid of computer simulations we have designed, synthesised and characterised a series of liquids composed of hollow cage-like molecules, which are functionalised with hydrocarbon chains to make them liquid at accessible temperatures. Experiments and simulations demonstrate that chain length and size of terminal chain substituents can be used to tune, within certain margins, the permanence of intramolecular cavities in such neat liquids. Simulations identify a candidate "porous liquid'' in which 30% of the cages remain empty in the liquid state. Absorbed methane molecules selectively occupy these empty cavities.