Direct coupling between a transport solver and local, nonlinear gyrokinetic calculations using the multiscale gyrokinetic code TRINITY [M. Barnes, “TRINITY: A unified treatment of turbulence, transport, and heating in magnetized plasmas,” Ph.D. thesis, University of Maryland, (2008) eprint arXiv:0901.2868] is described. The coupling of the microscopic and macroscopic physics is done within the framework of multiscale gyrokinetic theory, of which we present the assumptions and key results. An assumption of scale separation in space and time allows for the simulation of turbulence in small regions of the space-time grid, which are embedded in a coarse grid on which the transport equations are implicitly evolved. This leads to a reduction in computational expense of several orders of magnitude, making first-principles simulations of the full fusion device volume over the confinement time feasible on current computing resources. Numerical results from TRINITY simulations are presented and compared with experimental data from JET [M. Keilhacker, Plasma Phys. Controlled Fusion 41 , B1 (1999)] and ASDEX Upgrade [O. Gruber, Nucl. Fusion 47 , S622 (2007)] plasmas.