Under the background of the energy crisis and the theme of carbon neutrality and environmental protection, thermoelectric (TE) materials, which can realize TE power generation and solid-state refrigeration applications, have attracted increasing research attention. TE materials have been commercialized during the past decades, while the conversion efficiency of TE devices, determined by the figure of merit zT of TE materials, is not ideal. The improvement in the TE performance of materials could have a positive impact on commercialization. Therefore, accurate characterization of TE properties is crucial for the development of TE materials and device applications. Considering the multiplicity of basic physical parameters and the diversity of measurement methods, here we discuss several characterization means of TE performance in the wide temperature ranges, and introduce in detail the measurement principles, operation precautions, and data error in the measurements of Seebeck coefficient, electrical conductivity, and thermal conductivity, hoping for offering some useful references for researchers to carry out accurate and repeatable TE property measurement to obtain high-quality experimental data.