Thermoelectric technology enables all-solid-state direct and clean conversion between thermal energy and electrical energy, and is regarded as an effective strategy to address the issue of energy shortage. Especially in recent years, with the popularity of wearable devices, flexible thermoelectric devices, as an excellent self-powered technology, have experienced rapid development. Therefore, this review systematically summarizes recent advancements in this field. It begins with the fundamental thermoelectric principles and key performance evaluation parameters for flexible devices. Then we emphasize the design strategies to improve devices performance. It is followed by a critical discussion on several material systems. Later, we demonstrate different strategies for fabricating flexible devices based on thin films, fibers and fabrics. Furthermore, practical applications in energy harvesting, cooling, and sensing are also summarized. Finally, the review concludes the challenges and perspectives on future innovations in flexible thermoelectric devices.