We report the fabrication of p- and n-type thermoelectric oxide thick films laminated by insulating alumina using electrophoretic deposition and their thermoelectric performance. From the experimental studies performed for optimization of the thermoelectric performance in the p- and n-type mono-layers, the control of sintering temperature for densification and the usage of fine powder were effective for reducing the electrical resistivity of thermoelectric layers. These findings could be applicable also to the triple-layered thick films. When one assumes that two triple-layered films of p- and n-type thermoelectric materials are combined as unicouple of thermoelectric module, an estimated maximum output power was 20 times higher than a measured maximum output power of a previously reported multi-layered thermoelectric module. It was found that precise control of the microstructure in the thermoelectric layers is indispensable for development of the thermoelectric modules based on the electrophoretic deposition.