As a new type of green energy device, thermoelectric power generation devices can convert waste heat generated by the human body, natural environment, industrial processes, etc, into electricity, making sustainable power supply of renewable energy possible. They has the advantages of clean and environmental protection, flexible working position, strong environmental adaptability and so on, and has a good development prospect in the world. The basic working principle of thermoelectric devices was introduced, and the thermoelectric devices were classified. The thermoelectric generators (TEGs) and thermoelectric chemical cells (TECs) were discussed. Combined with the advantages of thermoelectric devices, their applications in electrochemical energy storage and flexible sensing were summarized. The problems in the development of thermoelectric power generation devices and the future research directions were summarized and prospected.