A new method ( PI-DFT ) which combines path integrals and density functional theory is proposed as a pathway to many fields of physics. Within path integral theory it is possible to construct particle densities without explicitly calculating individual wave functions. These densities can directly be used as an input to energy density functionals. Thus our method makes full use of the theorem of Hohenberg, Kohn and Sham which shows, that the energy of a many electron system only depends on the particle density. At glance we present a recursion formula for the calculation of many fermion and boson particle densities from one-particle densities at a set of different temperatures. For both statistics the numerical effort of our method increases only with the square of the particle number.