Studies concerning the use of thermoelectric effect for the conversion of thermal energy into electricity have become increasingly numerous since applications of the thermoelectric phenomenon can be limitless. Thermoelectric Generators (TEG) have shown promising results in combustion vehicles, with an overall efficiency increment from 33% to 57%, in addition to an increase of 6% in the available power in an automobile. In the aerospace industry, thermoelectric devices have been employed due to the need of making the most of the available energy. Thermoelectric modules are also used in the harvest of waste heat in wood stoves, furnace walls, and industrial chimneys. In Bioengineering, there are applications for small-scale generation including the use of heat from the human body to feed microelectronic devices and autonomous sensors. Therefore, the article shows a review of the use of thermoelectricity for the energy harvesting, beginning with the main concepts and definitions on the subject, followed by the state of the art containing the main methods and advances in science and technology for the development and application of solid-state micro-generators to capture residual energies.