The present invention provides a multi-layered thermoelectric device and a method of manufacturing the same. The method for manufacturing a multi-layered thermoelectric device includes the steps of: forming a P-type semiconductor and an N-type semiconductor in a sheet type by mixing thermoelectric semiconductor materials at a preset component ratio; cutting the sheets according to a preset specification of the thermoelectric device; stacking sheets which are made by mixing the thermoelectric semiconductor materials at a preset component ratio and are cut into the same size for each of them; and forming a final thermoelectric device by compressing the stacked sheets. By using the method, scattering phenomenon due to a short wavelength of phonon occurs at a boundary of each layer, which results in active scattering of phonon. Therefore, it is possible to expect an effect of improving a thermoelectric figure of merit of a thermoelectric device.