A relatively large substrate has a reflective surface, such as a diffusive white surface. LED dies, either as bare LED dies or packaged LED dies, are mounted to the substrate to form separate arrays of LEDs. Each array is intended for a separate mixing chamber. A layer of an encapsulant, such as silicone, is deposited over the substrate to encapsulate the LED dies. A laser etches through the encapsulant to form slots, and a reflective material, such as a white paint, is deposited in the slots to form reflective walls of each mixing chamber. If desired, a phosphor layer is deposited over the encapsulant and reflective walls. The substrate is then singulated to separate out the mixing chambers. Since no discrete parts are assembled, and multiple mixing chambers are formed simultaneously, the resulting mixing chambers are inexpensive and very reliable.