Abstractn‐Type Mg3(Sb, Bi)2 shows great prospects in mid‐temperature power generation due to its extraordinary thermoelectric (TE) performance, low‐cost, and environment‐friendly attributes. However, its practical application is hindered by the slow progress of its p‐type counterpart. Herein, a high ZT of ≈0.9 at 773 K is achieved for p‐type Na0.01Mg1.7Zn1Yb0.25Sb2 through manipulation of the electronic transport properties. Then thermal expansion matched barrier material Fe75Sb25 is subtly obtained for Na0.01Mg1.7Zn1Yb0.25Sb2. The contact resistivity no longer increases significantly after aging for 72 hours at 673 K and tends to stabilize, remaining below ≈17 µΩ cm2 after 168 hours. Paired with the high‐performance n‐type Mg3(Sb, Bi)2, the transient liquid phase bonding technique is adopted to connect the hot side of the all‐Mg3Sb2‐based legs to electrode at low temperature, which enables service at high temperature. This all‐Mg3Sb2‐based module displays a high efficiency of ≈8.3% at a temperature difference of ≈430 K and shows good thermal stability when the hot side temperature is maintained at 673 K. This work merits the great potential of the all‐Mg3Sb2‐based device for heat recovery.