A fully self-consistent microscopic framework for the evaluation of nuclear weak-interaction rates at finite temperature is introduced, based on Skyrme functionals. The single-nucleon basis and the corresponding thermal occupation factors of the initial nuclear state are determined in the finite-temperature Skyrme Hartree-Fock model and charge-exchange transitions to excited states are computed using the finite-temperature random-phase approximation (RPA). Effective interactions are implemented self-consistently: Both the finite-temperature single-nucleon Hartree-Fock equations and the matrix equations of RPA are based on the same Skyrme energy density functional. Using a representative set of Skyrme functionals, the model is applied in the calculation of stellar electron-capture cross sections for selected nuclei in the iron mass group and for neutron-rich Ge isotopes.