Process for deposition of a dense thin film comprising at least one material Px on a substrate, in which: (a) a colloidal suspension is procured containing nanoparticles of at least one material Px, (b) said substrate is immersed in said colloidal suspension, jointly with a counter electrode, (c) an electrical voltage is applied between said substrate and said counter electrode so as to obtain the electrophoretic deposition of a compact film comprising nanoparticles of said at least one material Px on said substrate, (d) said compact film is dried, (e) said film is mechanically consolidated, (f) thermal consolidation is carried out at a temperature TR that does not exceed 0.7 times (and preferably does not exceed 0.5 times) the melting or decomposition temperature (expressed in ° C.) of the material Px that melts at the lowest temperature, preferably at a temperature of between 160° C. and 600° C., and even more preferably at a temperature of between 160° C. and 400° C., knowing that steps (e) and (f) can be carried out simultaneously, or can be inverted.