Although embedded capacitors have been applied and researched for many years, their large‐scale application still faces challenges such as low capacitance density, high thickness, high cost, and incompatibility with integrated processes. In this work, a breakthrough has been made in the fabrication of ultra‐thin tantalum (Ta) capacitors with ultra‐high capacitance density that can be used for 3D packaging. The key to these excellent performances is the application of Ta foil with nano‐porous structure to the anode of the capacitor. The Ta foil with high specific surface area (SSA) is successfully prepared by direct current pulse etching. At a current density of 15 mA cm−2, a pulse frequency of 50 Hz, and a duty cycle of 30%, the SSA of Ta foil is increased by 76 times after etching in an electrolyte with 0.01 v% TOA for 30 min. Based on this, Ta capacitors with a form factor of less than 40 µm, showing a capacitance density of 750 nF mm−2 and a leakage current of less than 2.1 × 10−7 A at 8 V is successfully fabricated. To the best of the authors’ knowledge, this is the highest capacitance density reported to date for the mentioned form factors.