Solid state devices called thermoelectric generators (TEGs) can convert waste heat from production into electrical power. For emerging devices like thermally integrated energy‐autonomous devices, medicinal equipment, and Internet of things, µ‐TEGs are essential because they can produce power even from minor temperature gradients. An review of the history and state‐of‐the‐art of µ‐TEGs is provided in this article. In addition, it concentrates on highly effective approaches for achieving high‐performance miniature vertical thermoelectric (TE) devices. Design and optimizing methodologies for vertical µ‐TEGs are also investigated since their output power, efficiency and integrity are critical to the architecture. Improving electrical and mechanical performance may be achieved via optimization methods, including multi‐objective and finite‐dimensional optimization in three dimensions (3D). Additionally, the idea and latest advancements of employing the 3D micro‐additive manufacturing (micro‐AM) technique for producing µ‐TEGs are discussed, along with their advantages and disadvantages. The concept of “micro architected TEGs” as opposed to “µ ‐TEGs” is provided by the new paradigm of digital additive manufacturing and architected material concept, which also broadens the scope of material adaptability and innovative structural design. The difficulties experienced are summed up when increasing the output power of µ‐TEG and the prediction of future trends is the final step.This article is protected by copyright. All rights reserved.