Micro-thermoelectric modules can be used to develop unique components such as energy harvesters, active coolers, and thermal sensors in various integrated systems. However, the manufacturing of these modules still relies on costly traditional micro-fabrication processes, producing only two-dimensional (2D) thermoelectric films. This limitation severely constrains temperature gradient formation across thermoelectric films, and hence, the sufficient amount of power required to run integrated systems is not generated. Herein, we present the direct ink writing of micro-scale three-dimensional (3D) thermoelectric architectures for fabricating high-performance micro-thermoelectric generators. The characteristics of (Bi, Sb)2(Te, Se)3-based particles were precisely engineered such that the colloidal inks achieved outstanding viscoelasticity, thereby facilitating the creation of complex 3D architectures having high thermoelectric figure-of-merits of 1.1 (p-type) and 0.5 (n-type). Micro-thermoelectric generators made of 3D-written vertical filaments exhibited large temperature gradients and a good resulting power density, opening an avenue for the cost-effective and rapid manufacturing of integrated micro-thermoelectric modules.