Comprehensive two-dimensional gas chromatography (GC×GC) is a powerful analytical technique to separate and detect the components of complex mixtures of volatile organic compounds. A thermal modulator is placed between two separation columns in a GC×GC system, to focus and re-inject eluting mixture components into the 2nd dimension. This enhances the resolution and selectivity of the separation. As part of our efforts to develop a μGC×μGC prototype, we have designed and fabricated a two-stage, thermal modulator (μTM) using MEMS fabrication technology. The μTM is cooled to -20 °C using a solid-state thermoelectric cooling unit and heated rapidly by resistive heaters to 210 °C. Thermal crosstalk between the two stages is less than 9%. Our μTM has fast thermal response; power consumption which is two orders of magnitude less than conventional TMs(~10 W), drastically smaller size and no usage of cryogenic consumables. We obtain peak-enhancements of ~ 45-50 and full width at half height of ~ 90. To demonstrate the feasibility of μGC×μGC, we have performed GC×GC with our μTM coupled to a 1st and a 2nd dimension column. Sets of 5-7 volatile test compounds (boiling point ≤ 174 °C) are used to study the effects of the minimum (Tmin) and maximum (Tmax) modulation temperature, stage heating lag/offset (Os), modulation period (PM), and volumetric flow rate (F) on the quality of the separations with respect to several performance metrics. A structured chromatogram is obtained using 4 sets of homologous compounds. Finally, we have demonstrated successful separation and analysis of 21 compound VOC mixture using our μTM-based GC × GC setup in 185 seconds.