It is difficult to get pure‐phase Mg3B2O6 (abbreviated as MBO) ceramics by the traditional high‐temperature solid‐state reaction method. In this paper, pure‐phase MBO ceramics were successfully densified and obtained by combining the cold sintering and post‐annealing process. The relative density of MBO ceramics was ∼80% cold sintered at 150°C/90 min/800 MPa, which was further improved to ∼91% by post‐annealing at 900°C, 400°C lower than that of the traditional high‐temperature sintering process (∼1300°C). X‐ray powder diffraction (XRD), scanning electron microscopy (SEM), and Raman results demonstrated that the secondary phase of MgO was effectively eliminated, and dense microstructure was observed by the cold‐sintering process plus post‐annealing treatment. Finally, the microwave dielectric properties of MBO were evaluated with εr: 5.15–6.37, Q×f: 5942–16 686 GHz, τf: −48.45–69.72 ppm/°C.