We report on the direct observation of the thermoelectric transport in a nondegenerate correlated electron system formed on the surface of liquid helium. We find that the microwave-induced excitation of the vertical transitions of electrons between the surface-bound states leads to their lateral flow, which we were able to detect by employing a segmented electrode configuration. We show that this flow of electrons arises due to the Seebeck effect, thus our method provides a new tool to study thermoelectricity in a disorder-free correlated electron system. Our experimental results are in good agreement with the theoretical calculations based on kinetic equations, with proper account of fast electron-electron collisions.