We report the preparation of grain-aligned [Ca2CoO 3-δ]0.62CoO2 (Ca349) thick films by a simultaneous use of electrophoretic deposition (EPD) and magneto-science methods, and multi-layered thick films composed of Ca349, and Ca 0.9La0.1MnO3-δ(Mn113) and Al 2O3 using the EPD method. The thick films with the orders from 10-6 to 10-3 m in thickness were fabricated at high deposition rates of the order of 10-5 m/min by optimization of the suspension component and the control of applied electric field for the EPD process. The EPD thick films processed through appropriate heat-treatment for densification showed almost same thermoelectric properties with their bulk samples. The Ca349 thick films deposited under high magnetic fields exhibited high degree of c-axis grain-orientation, and remarkable reduction of resistivity perpendicular to the applied magnetic field was observed. The Al 2O3/Mn113/Al2O3/Ca349/Al 2O3 multi-layered thick films have been successfully prepared by the optimization of the EPD process. Our present results indicate the effectiveness of the EPD process (under high magnetic fields) as an integration technique of thermoelectric modules for high temperature power generation.