A method of using a thermoelectric generator for warming a transmission on a vehicle having an internal combustion engine is provided. The method includes starting the internal combustion engine, thereby generating a hot exhaust gas; circulating coolant through a heating loop in fluid communication with the internal combustion engine and the thermoelectric generator; passing the hot exhaust gas through a hot-side of the thermoelectric generator and circulating the coolant through the cold-side of the thermoelectric generator, thereby transferring heat from the hot exhaust gas to the coolant and generating an electric current; and selectively powering an electric heating element with the electric current. The electric heating element is in thermal communication with a transmission fluid of the transmission. The coolant is circulated through the thermoelectric generator, by an auxiliary coolant pump powered by the electrical current, for a predetermined length of time after shutdown of the internal combustion engine.