This Letter demonstrates thermoelectric rectification in graphene self‐switching diode (GSSD) on SiO2 /Si substrate. Nanometre‐scale non‐linear semiconductor device, called self‐switching diode (SSD), has been utilised. Applied bias leads to a change in potential profile and effective channel width of GSSD resulting in diode like I–V characteristics. The excellent electronic properties of graphene potentially make it suitable for producing SSD's with high responsivity and low noise equivalent power (NEP). The designed GSSD demonstrates a high Seebeck coefficient (S ) of 200 μV/K, voltage detection sensitivity, and NEP of 97.964 V/W and 0.6064 nW/Hz1/2, respectively. Furthermore, the effect of applying backgate voltage on the Seebeck coefficient has also been demonstrated in this work. The GSSD is presented as a potential thermoelectric rectifier, which can convert the thermal energy into useful electrical energy.