The modern world depends completely on electricity, the demand for which is increasing day by day. However, carbon-based fuels for power generation and transportation being currently used, e.g., coal, petroleum, etc., are expected to ultimately deplete, due to which there is an urgent need for non-conventional energy sources. At the same time, a large (~60 %) amount of heat is wasted from these industries and vehicles, which will increase further with economic growth and industrialization. Other renewable sources have their own limitations and many are region-specific. Thermoelectric (TE) materials are a means of utilization of waste heat on a small scale by directly converting it into electricity. The generated voltage also finds application in several types of sensors. In addition, these materials can be used for cooling, which is equivalent to direct conversion of electricity into heat, without using any harmful chlorofluorocarbon (CFC) gases. This chapter is intended to give an overview of thin film thermoelectric materials with a focus on their application as different sensors.The chapter is divided into six sections. Section 7.1 introduces the phenomenon of thermoelectricity-Seebeck, Peltier, and Thomson effects, and the thermoelectric figure of merit (zT). Section 7.2 deals with the basics of transport properties, while in Sect. 7.3 the different strategies to improve zT are briefly summarized. Section 7.4 describes the need of going towards lower dimensions, i.e., the thin film state, for improvement of zT. Different fabrication methods are summarized in Sect. 7.5. Finally, in Sect. 7.6, application of thermoelectric thin films as different types of sensors is described.