Although there is an important lack of commercial thermoelectric applications mainly due to their low efficiency, there exist some cases in which thermoelectric generators are the best option thanks to their well-known advantages, such as reliability, lack of maintenance and scalability. In this sense, the present paper develops a novel thermoelectric application in order to supply power to volcanic monitoring stations, making them completely autonomous. These stations become indispensable in any volcano since they are able to predict eruptions. Nevertheless, they present energy supply difficulties due to the absence of power grid, the remote access, and the climatology. As a solution, this work has designed a new integral system composed of thermoelectric generators with high efficiency heat exchangers, and its associated electronics, developed thanks to Internet of Things (IoT) technologies. Thus, the heat emitted from volcanic fumaroles is transformed directly into electricity with thermoelectric generators with passive heat exchangers based on phase change, leading to a continuous generation without moving parts that powers different sensors, the information of which is emitted via LoRa. The viability of the solution has been demonstrated both at the laboratory and at a real volcano, Teide (Canary Islands, Spain), where a compact prototype has been installed in an 82 °C fumarole. The results obtained during more than eight months of operation prove the robustness and durability of the developed generator, which has been in operation without maintenance and under several kinds of meteorological conditions, leading to an average generation of 0.49 W and a continuous emission over more than 14 km.