A method of preparing the thermoelectric materials includes coating a thin film of a material having a Seebeck coefficient of ±μV/K or greater on one surface of a substrate, coating a polymer precursor solution for forming a polymer having a glass transition temperature (Tg) of about 50° C. or greater on a top surface of the material thin film, forming a polymer layer on the top surface of the material thin film by curing the polymer precursor solution, and preparing the self-standing flexible thermoelectric composite structure by separating the polymer layer formed on the top surface of the material thin film from the substrate.