Since 2010, huge quantities of Sargassum spp. algae have been proliferating in the Atlantic Ocean and stranding on Caribbean beaches, causing major economic, environmental, and health problems. In this study, an innovative high-density binderless particleboard was developed using uniaxial thermo-compression coupled with a cooling system. The raw material consisted of ground Sargassum seaweeds pre-treated by twin-screw extrusion with water to remove sea salt. The raw material and the particleboards were produced by using various analytical techniques such as Dynamic Vapor Sorption (DVS), Differential Scanning Calorimetry (DSC), Dynamic Mechanical Analysis (DMA), or Thermogravimetric Analysis (TGA). The experimental conditions for thermo-compression (temperature, pressure, time) were evaluated. The best thermo-compression conditions tested were 200 °C, 40 MPa pressure for 7.5 min. This resulted in a particleboard with high density (up to 1.63 ± 0.02 g/cm3) and high flexural strength/modulus (up to 32.3 ± 1.8 MPa/6.8 ± 0.2 GPa, respectively), but a low water contact angle of 38.9° ± 3.5°. Thermal analyses revealed the effect of alginates on the mechanical properties of particleboards. This work opens the door to a new way of adding value to Sargassum seaweed, using the whole algae with minimal pre-treatment.