We explore the possibility to perform an in-situ transmission electron microscopy (TEM) thermoelectric characterization of materials. A differential heating element on a custom in-situ TEM microchip allows to generate a temperature gradient across the studied materials, which are simultaneously measured electrically. A thermovoltage was induced in all studied devices, whose sign corresponds to the sign of the Seebeck coefficient of the tested materials. The results indicate that in-situ thermoelectric TEM studies can help to profoundly understand fundamental aspects of thermoelectricity, which is exemplary demonstrated by tracking the thermovoltage during in-situ crystallization of an amorphous Ge thin film. We propose an improved in-situ TEM microchip design, which should facilitate a full quantitative measurement of the induced temperature gradient, the electrical and thermal conductivities, as well as the Seebeck coefficient. The benefit of the in-situ approach is the possibility to directly correlate the thermoelectric properties with the structure and chemical composition of the entire studied device down to the atomic level, including grain boundaries, dopants or crystal defects, and to trace its dynamic evolution upon heating or during the application of electrical currents.