A thermoelectric conversion module having a large capacity and a curved surface which can be secured to a corresponding curved surface of a base member is manufactured by inserting N type and P type semiconductor strips into through holes formed in a honeycomb structural body, filling spaces between walls defining the through holes and the semiconductor strips with an electrically insulating filler members made of an easily deformable material such as polyimide resin and silicone resin, cutting the honeycomb structural body into a plurality of thermoelectric conversion module main bodies each having a desired surface configuration, and providing metal electrodes on both surfaces of a thermoelectric conversion module main body such that alternate N type and P type semiconductor elements are connected in cascade.