Owing to the simplicity of changing dye concentration in the waveguide dye laser, the depth of active region can be adjusted conveniently in the waveguide tube. In addition, the thermal effect of the pumping light produces gradual distribution of refractive indexes in the dye solution, thus forming the cylindrical surface active region with different thickness and the self-guided effect of the solution. This provides an advantage and visual experimental foundation for the production and the transmission of skew rays.