Visible light communications have attracted considerable interest in recent years owing to the ability of low-cost light emitting diodes (LEDs) to act both as illumination sources and data transmitters with moderate data transmission rates. In this paper, we propose the formation of ultra-low cost visible-light integrated optical links by interfacing dense micro-pixelated LED arrays with matching multi-layered multimode polymer waveguide arrays. The combination of these two optical technologies can offer relatively high aggregate data densities ≥ 0.5 Tb/s/mm2 using very low cost components that can be directly interfaced with CMOS electronics and integrated onto standard printed circuit boards. Here, we present the basic system design and report the first proof-of-principle demonstration of such a visible light system employing 4×4 μLED arrays on a pitch matching four-layered waveguide array samples. Different interconnection topologies and light coupling schemes are investigated and their performance in terms of loss and crosstalk is compared. Data transmission of 2.5 Gb/s with a bit error rate within the forward-error correction threshold of 3.8×10−3 is achieved over a single μLED-waveguide channel using PAM-4 modulation and equalization. The results presented here demonstrate the potential of such ultra-low cost visible-light optical interconnects.