Segmented thermoelectric (TE) legs are promising for improving heat‐electricity conversion efficiency, but their practical applications are still limited by the lack of cost‐effective interface‐connection technology. Here, an interface‐connection method for one‐step sintering of GeTe‐Bi2Te3 segmented TE legs is developed using mixtures of Al0.88Si0.12 and Ni (ASN) as diffusion barrier materials. Although the interface‐connection performance using Ni or Al0.88Si0.12 alone is poor, their mixtures can realize a compromise optimization of interface‐connection properties, simultaneously achieving a matched coefficient of thermal expansion, low contact resistivity, high shear strength, and high reliability. These robust interface‐connection properties can be attributed to the activation of the eutectic‐alloy Al0.88Si0.12 and the formation of appropriate reaction‐diffusion layers between ASN and GeTe/Bi2Te3 and between Al0.88Si0.12 and Ni in ASN. Finally, a remarkable energy conversion efficiency of ≈15.5% at a temperature difference of 449 K can be obtained in this segmented TE leg. Moreover, ASN can also be applied in fabricating n‐type PbTe‐Bi2Te3 segmented legs and multi‐pair TE devices, demonstrating the universality of this methodology. This work accelerates the development of robust, low‐cost, one‐step‐sintered segmented TE legs and promotes the use of eutectic alloys as “alloy glues” for advancing TE‐device connection technology.