Enrichment of colloidal particles in continuous flow has not only numerous applications but also poses a great challenge in controlling physical forces that are required for achieving particle enrichment. Here, we for the first time experimentally demonstrate the electrokinetically-driven continuous-flow enrichment of colloidal particles with Joule heating induced temperature gradient focusing (TGF) in a microfluidic convergent-divergent structure. We consider four mechanisms of particle transport, i.e., advection due to electroosmosis, electrophoresis, dielectrophoresis and, and further clarify their roles in the particle enrichment. It is experimentally determined and numerically verified that the particle thermophoresis plays dominant roles in enrichment of all particle sizes considered in this study and the combined effect of electroosmosis-induced advection and electrophoresis is mainly to transport particles to the zone of enrichment. Specifically, the enrichment of particles is achieved with combined DC and AC voltages rather than a sole DC or AC voltage. A numerical model is formulated with consideration of the abovementioned four mechanisms, and the model can rationalize the experimental observations. Particularly, our analysis of numerical and experimental results indicates that thermophoresis which is usually an overlooked mechanism of material transport is crucial for the successful electrokinetic enrichment of particles with Joule heating induced TGF.