The pillars of Green Chemistry necessitate the development of new chemical methodologies and processes that can benefit chemical synthesis in terms of energy efficiency, conservation of resources, product selectivity, operational simplicity and, crucially, health, safety, and environmental impact. Implementation of green principles whenever possible can spur the growth of benign scientific technologies by considering environmental, economical, and societal sustainability in parallel. These principles seem especially important in the context of the manufacture of materials for sustainable energy and environmental applications. In this review, the production of energy conversion materials is taken as an exemplar, by examining the recent growth in the energy-efficient synthesis of thermoelectric nanomaterials for use in devices for thermal energy harvesting. Specifically, "soft chemistry" techniques such as solution-based, solvothermal, microwave-assisted, and mechanochemical (ball-milling) methods as viable and sustainable alternatives to processes performed at high temperature and/or pressure are focused. How some of these new approaches are also considered to thermoelectric materials fabrication can influence the properties and performance of the nanomaterials so-produced and the prospects of developing such techniques further.