A vehicle, system, and method of warming the transmission fluid with a thermoelectric generator is also provided. Disclosed is vehicle having an internal combustion engine, a transmission containing a transmission fluid, a coolant circuit configured to remove heat from the engine, and a thermoelectric generator. The thermoelectric generator is in non-contact thermal communication with the hot exhaust gas produced by the engine and the relatively cooler coolant circulating through the coolant circuit. The thermoelectric generator produces a current from the temperature gradient between the exhaust gas relative and coolant and transfers heat from the exhaust gas to the coolant. The heat coolant is conveyed to a transmission heat exchanger to heat the transmission fluid. A heating element is disposed in thermal contact with the transmission fluid and the heating element is powered by the electric current produced by the thermoelectric generator.