Using the framework of Wertheim's thermodynamic perturbation theory we develop the first density functional theory which accounts for intramolecular association in chain molecules. To test the theory new Monte Carlo simulations are performed at a fluid solid interface for a 4 segment chain which can both intra and intermolecularly associate. The theory and simulation results are found to be in excellent agreement. It is shown that the inclusion of intramolecular association can have profound effects on interfacial properties such as interfacial tension and the partition coefficient.