Phase separations in strongly coupled fine particle (dusty, complex) plasmas are discussed and phase diagrams are expressed in the ‐‐plane or in terms of strengths of the Coulomb coupling between fine particles and the screening by the ambient electron‐ion plasma. Two possibilities, separations into phases with different electrons, ion, and fine particle densities and ones into phases with a common electron density, are analyzed and it is shown that, when the spacial extent is limited as in usual experiments, only the latter is realized. Based on a model of fine particle plasma as a Yukawa system with non‐uniformity taken into account, molecular dynamics simulations are performed with constant electron density. Fine particles are moved as particles while position‐dependent local averages of ion and fine particle distributions are treated as continuum. Though the critical point is located at a smaller coupling by about a factor of two compared with the theoretical prediction, the results of simulations confirm the existence of such phase separations with a common electron density.