Cold sintering has attracted significant attention as its remarkably rapid densification process at low sintering temperatures leads to considerable energy savings. However, the sintering behaviors of cold‐sintered perovskite ceramics remain poorly understood and lack precise control over material microstructure. Here, we fabricated dense SrCo0.8Fe0.2O3−δ (SCF) ceramic oxygen permeation membranes by cold sintering. Adding an appropriate ratio of sub‐micron SCF particles can better bridge the sintering interspaces between micron particles, generate amorphous phase through “dissolution‐precipitation,” and aid in the initial densification. The average relative density of SCF membranes undergoes a significant increase to 95.9% after cold sintering and post‐annealing at 900°C, which is much lower than the temperature required for conventional high‐temperature solid‐state sintering (>1200°C). The oxygen permeation flux of the prepared SCF perovskite membrane reaches 2.8 mL min−1 cm−2, which proves that this method has the potential to be an excellent sintering technique for dense perovskite ceramic membranes.