Thermoelectric materials have the capability of directly converting heat into electricity, and vice versa. They play an important role in a global sustainable energy solution because they can convert a fraction of the heat into useful energy. Moreover, this conversion does not produce carbon dioxide, toxic or hazardous substances. However, due to its low energy conversion efficiency, thermoelectric power generation never comes into large scale applications. A lot of efforts have been done to understand the physics of this effect after its first observation by Seebeck in the early nineteenth century. About one hundred years later, thermoelectric figure-of-merit has been defined, which is a crucial parameter for estimating the performance of thermoelectric materials. Since then, looking for materials with high figure-of-merit becomes one focus of thermoelectric community. Till now, most of the thermoelectric materials in practical use and studied intensively are alloys. In recent years, thermoelectric properties of oxide and organic materials attracted much attention. Due to their high thermal and chemical stability, oxides-based ceramics are of the most promising thermoelectric materials at high temperatures. Hence, the development of oxide thermoelectric with both high performance and environmental stability is of significance. More recently, oxide materials, such as calcium manganite and delafossite structure compounds, show very interesting thermoelectric property at high temperature conditions. Calcium manganite CaMnO3 is an n-type semiconductor oxide with perovskite structure. For delafossite compounds, their layered crystal structure usually possesses a low thermal conductivity, which is good for thermoelectric property. Quite a few reports on thermoelectric property of delafossite are on CuFeO2 compound. It seems difficult to obtain pure phase samples, due to its complicated phase structure. Different synthesis methods have been adopted, including microwave, aerosol-deposition, etc. to synthetize this compound. Till then thermoelectric investigation of delafossite is far too enough. To reach high energy conversion efficiency, material with high thermoelectric figure-of-merit is necessary. On the other hand, good module geometry design or new geometry module is very important for energy conversion efficiency. Moreover, to meet different application requirements and improve the power output, module geometry design is necessary either. Finite element method is powerful for simulating the performance of thermoelectric devices. Using this method, the geometry of the traditional thermoelectric module has been optimized. Novel types of thermoelectric devices, such as multilayer composite structured thermoelectric module and uni-leg module as well as thin film structures, are designed and simulated. Besides applications on cooling and power generation for space energy, investigations are also extended to combination with other power generation types. For instance, performance of a dye-sensitized solar cell and thermoelectric hybrid power system is established and studied. The performance of solid oxide fuel cell-thermoelectric generator hybrid system is designed and optimized. With the rapid development of technology and the increasing demand for wearable electronics, more attention has been moved towards the self-power and maintenance-free systems. Flexible thermoelectric generators can tightly adhere to human skins, and may generate maintenance-free electricity based on the direct conversion of the temperature difference between the human body and ambient temperature. The market of internet of things expands at a very rapid rate. Thermoelectric energy conversion from environment seems to be a natural and intuitive candidate for power supply of internet of things. It is economically attractive and energetically efficient alternatives for powering internet nodes. As final remarks, more efforts have to be taken to understand thermoelectric phenomenon as coupling effects, to explore thermoelectric materials with high performance, and to design devices with novel architecture for potential applications.