The invention relates to a thermoelectric device, comprising a first circuit (1), called hot circuit, through which a first fluid can flow, and, a second circuit (2), called cold circuit, through which a second fluid can flow at a temperature lower than that of the first fluid, and elements (3, 3p, 3n), called thermoelectric elements, that can be used to generate an electric current in the presence of a temperature gradient. According to the invention, it comprises fins (6f, 6c) in a heat exchange relationship with said hot circuit (1) and/or said cold circuit (2), the thermoelectric elements (3, 3p, 3n) being in contact at least with said fins (6f, 6c), at least some of said fins (6f, 6c) being associated in pairs, a compressible material (11) being provided between the fins (6f, 6c) of one and the same pair.