High throughput immunoassay is increasingly crucial for both scientific and clinical applications. Here we propose a "Lab-in-a-Tip" (LIT) concept to fabricate a pipette tip containing a high-density protein array and other essential reagents. The protein array is made by self-assembling digitally encoded microparticles inside the modified tip. Mounted on a robotic workstation, it automates liquid-handling steps. Notably, compared with Luminex, the current gold standard in multiplex immunoassays, such a design enables LIT to demonstrate multiple advantages in terms of analytical sensitivity, speed, and throughput. It detects analyte concentrations as low as fg/ml, representing a sensitivity improvement of two orders of magnitude over Luminex. Incubation time is reduced to 15 minutes from Luminex's 210 minutes. Furthermore, LIT requires only 10 µl of sample, one-fifth of what Luminex needs. This makes LIT ideal for rapid diagnostics and studies with limited biological samples, greatly expanding its application scope.