The present invention provides a thermoelectric conversion element, a thermoelectric conversion element module, and a method of manufacturing the same that can easily realize high-density arrangement of thermoelectric conversion elements and securement of connection reliability. The thermoelectric conversion element has, for example, rod-shaped thermoelectric conversion material, tube that has an insulation property and an adiabatic property and houses thermoelectric conversion material, and electrodes that are in close adhesion to the end surfaces of thermoelectric conversion material and tube. A surface roughness Ra of the end surfaces is larger than 0.8 micrometers. In the present invention, the thermoelectric conversion elements can be arranged at a high density such that tubes are in close adhesion to each other. Also, since the close adhesion surface of electrodes on the end surfaces is large, the connection reliability of electrodes is further improved.