Capillary forces are shown to be extremely effective for micro-assembly and pick-and-place processes, especially for their ability to self-align the handled objects. However, in today’s machines, micro-objects are submitted to high loads, such as compressions for the electrical testing of the micro-components, or inertial forces coming from the high accelerations of the machines. There, capillary grippers may show some limits. These issues, as well as the difficulty to perform precise visual inspections (due to the tilt of the handled micro-object that can occur after a perturbation, such as the displacement of the gripper), can all be solved by temporarily removing the liquid meniscus. Therefore, we present a novel volume-tuning capillary gripper that provides a solution to these limitations without adding additional significant complexities or changes to the existing pick-and-place machines. A multi-scale prototype was dimensioned and produced by using fast prototyping methods, such as a femtosecond laser-assisted chemical etching process for fused silica. Models bringing a deeper understanding of the subsystems are presented. The proof of concept was extensively tested. Its picking capabilities and enhancements of the handling capabilities during horizontal motions, as well as the repeatability of the tuning of the volume of liquid, are presented.