Micro-sized hair-like structures, such as cilia, are abundant in nature and have various functionalities. Many efforts have been made to mimic the fluid pumping function of cilia, but most of the fabrication processes for these "artificial cilia" are tedious and expensive, hindering their practical application. In this paper a cost-effective in situ fabrication technique for artificial cilia is demonstrated. The cilia are constructed by self-assembly of micron sized magnetic beads and encapsulated with soft polymer coatings. Actuation of the cilia induces an effective fluid flow, and the cilia lengths and distribution can be adjusted by varying the magnetic bead concentration and fabrication parameters.