A method of drawing a glass clad wire is provided herein, the method comprising: (i) sealing off one end of a glass tube such that the tube has an open end and a closed end; (ii) introducing a wire material inside the glass tube; (iii) heating a portion of the glass tube such that the glass partially melts to form a first ampoule containing the wire material to be used in a drawing operation; (iv) introducing the first ampoule containing the wire material into a heating device; (v) increasing the temperature within the heating device such that the glass tube is heated enough for it to be drawn and wire material melts; and (vi) drawing the glass clad wire comprising a continuous wire of wire material, wherein the wire material is a metal, semi-metal, alloy, or semiconductor thermoelectrically active material, and wherein the wire diameter is equal to or smaller than about 5 μm.