A new type of silica optical micro-kayak cavity fabricated on a silicon chip is designed and demonstrated. This micro-kayak cavity with two straight sides and two semi-circle sides can be used to achieve a compact and flexible arrangement in the design of integrated photonic circuits. The micro-kayak cavity can also be embedded with a Bragg reflection grating in the straight sides for frequency selection using a micro-kayak cavity laser doped with a rare-earth ion. We describe the fabrication methods for the micro-kayak cavity, obtain its spectra, and discuss its potential applications.