We report a new phenomenon, size-dependent separation of colloidal particles in two-dimensional (2D) convective self-assembly that takes place in a wetting liquid film on a mercury surface [Two-dimensional (2D) convective assembly (Nagayama, K. Phase Transition 1993, 45, 185)]. During the drying of suspensions of colloidal particles in wetting films, homogeneously mixed particles in the suspensions separated and assembled according to their size. In this size-dependent separation of particles, large particles gathered in the center and were surrounded by small particles. To obtain a better understanding of this new phenomenon, we performed experiments on the convective assembly of particles on a mercury surface using binary mixtures of particles that ranged in size from 144 to 12 nm in diameter. To study the mechanism of this size-dependent separation, we also did computer simulations in which we accounted for two types of assembly forces, lateral capillary force and convective flow, that we have been extensively studying in actual assembly systems. The simulations successfully reproduced a size-dependent separation of particles that was identical to that for the actual assembly systems. From the results of our experiments and simulations, we found that the mechanism that was concluded for the convective assembly also governs the size-dependent separation of particles in the actual assembly systems.