Dielectrophoresis (DEP) particle separation has label‐free, well‐controllable, and low‐damage merits. Sidewall microelectrodes made of liquid metal alloy (LMA) inherits the additional advantage of thick electrodes to generate impactful DEP force. However, existing LMA electrode‐based devices lack the ability to integrate large‐array electrodes in a compact footprint, severely limiting flow rate and thus throughput. Herein, a facile and versatile method is proposed to integrate high‐density thick LMA electrodes in microfluidic devices, taking advantage of the passive control ability of capillary burst valves (CBVs). CBVs with carefully designed burst pressures are co‐designed in microfluidic channels, allowing self‐assembly of LMA electrode array through simple hand‐push injection. The arrayed electrode configuration brings the accumulative DEP deflection effect. Specifically, we demonstrate to fabricate 5000 pairs of sidewall electrodes in a compact chip to achieve 10 times higher throughput in DEP deflection. We applied the 5000‐electrode‐pair device to successfully separate the mixed sample of human peripheral blood mononuclear cells (PBMCs) and A549 cells with the flow rate of 70 µL min−1. It is envisioned that this work can greatly facilitate LMA electrode array fabrication and offer a robust and versatile platform for DEP separation applications.This article is protected by copyright. All rights reserved