MgB2 thick films were grown on metal substrates Ta, Mo and W using th e electrophoresis technique. The scanning electron microscopy and x-ray diffraction show that the grains in the MgB2 thick films are in random orientation wi th their size below 1μm. The onset temperatures of superconducting transition of MgB2/Ta，MgB2/Mo，MgB2/W are observed at 36.5, 34.8 and 33.4K, with the transition widths of 0.3, 1.5 and 2.0K, respectively. The critical current density of th e MgB2/Mo thick film at 5 K and 1T is more than 105 A/cm2. This n ew method provides a great potential for MgB2 in practical applicatio ns.