We report here the first MEMS temperature-programmable high pressure parylene column with integrated thermal isolation and electrochemical sensor for on-chip temperature gradient liquid chromatography. Two sets of devices for different high performance liquid chromatography (HPLC) criteria were fabricated. The separation and detection of derivatized amino acids sample was successfully demonstrated. Compared with other temperature gradient HPLC systems which use "macro oven" to generate temporal temperature gradient in the column, our device's thermal performance is greatly improved by orders of magnitude without the sacrifice of chromatography quality.