Abstract: Thermoelectric materials are getting lots of attention since they are the key for the thermoelectric power generation from waste heat and solar energy. Recently, breakthroughs happened owing to the continuous advances in the new synthesis technique for nano materials, and the new understanding for the transport mechanism of the electrons and phonons at nano scale. In this paper, we will briefly introduce the working principles of the thermoelectric power generators, and review the research progresses of the thermoelectric materials under atomic scale, nano scale and micro scale. Finally, we suggest that that the power factor improvement from increasing degenerate bands, tuning microstructure, and forming resoant states will be the future focus in thermoelectric research.