When the current passes through the thermocouple circuit, heat is released at one junction and absorbed at another junction. This effect is called Peltier effect, which is an important knowledge point of nonequilibrium thermodynamics. In this paper, a comprehensive experimental device for thermal process research based on Peltier effect is designed and manufactured. The effect of working current on the temperature difference between the cold and hot ends of semiconductor refrigeration sheets is experimentally studied by using the device. The result is consistent with the heat transfer model considering heat conduction, Joule heat effect and Peltier effect. The variation of temperature with time in the cold end and insulation box is studied experimentally. Especially, it is important to use the large amount of heat generated by Peltier effect in the refrigeration process to study the Fourier heat conduction law simultaneously. The related experimental items of the experimental device are applied to the college physics experiment course, and the teaching effect is good.