By comparing the Helmhotz free energy for the homogeneous and the mixed (inhomogeneous) states a phase diagram for dusty plasma showing gas, fluid and mixed phases of dust grains is obtained. The thermophoretic force provides an additional attractive force between the grains. States with "voids" appear as phase separated states near the fluid boundary. A number of observations related to voids are explained. Further pressure-density isotherms for dust grains are plotted to show the existence of critical point and first order phase transitions. (C) 2001 American Institute of Physics.