A thermoelectric conversion device and an application system thereof are disclosed. The thermoelectric conversion device includes a first heat exchange element and a thermoelectric conversion element. The first heat exchange element includes a first heat contact portion and a first connection portion. The first heat contact portion is configured to contact with a heat/cold source. The first connection portion has a first insulation surface. The thermoelectric conversion element includes a first electrode layer, a first thermoelectric material and a second thermoelectric material. The first electrode layer is engaged with the first insulation surface. The first thermoelectric material has a first electric property; the second thermoelectric material has a second electric property. The first thermoelectric material and the second thermoelectric material are electrically connected via the first electrode layer.