Arrays with well-defined particle registration are of high importance in device fabrication for biosensors, electronics and optics. Also, materials exhibiting gradient variations of properties (e.g. wettability) in one, two or three dimensions have proven their capability for high-throughput screening of various interactions (e.g. cell-surface interactions). Here, we present the fabrication of cross-gradient particle arrays (CGPA) featuring a gradual cross-over from one particle type to another, while keeping the overall particle density constant. CGPAs were prepared by means of a capillary assembly setup assisted by a microfluidic chip. This setup offers a high level of control over the capillary assembly process with respect to the composition and location of the assembled arrays. A CGPA can be a versatile template or precursor for fabricating surface-bound gradient materials, e.g. by selectively transferring one population of assembled particles or by functionalizing particles before or after assembly. The resulting two complementary gradients may be used in combinatorial studies of biological and chemical interactions. We demonstrate the application of a CGPA as a two-level security feature with unclonable finger-print-like patterns. Moreover, we show the possibility of obtaining a 2D CGPA by capitalizing on diffusive transport within the capillary bridge perpendicular to the assembly direction.