We investigate the thermoelectric transport and conversion of a parallel-coupled double quantum dot system, which consisting of two capacitively coupled quantum dots in the Coulomb-blockade regime. We found that the system exhibits an unconventional thermoelectric conversion process induced by the inverse current effect, which is attributed to the increased Coulombic interaction between quantum dots, resulting in strong asymmetry in the system. We study the transport properties of steady-state particle current and heat current, and analyze the influence of Coulomb interaction on the thermodynamic characteristics of unconventional thermoelectric heat engines and refrigerators.