Solid-state thermoelectric energy conversion technology that directly converts thermal energy into electric power and vice versa [1] possesses many advantages such as reliability, durability and without environment-unfriendly working fluids [2]. Due to the outstanding merits of compact size, light weight, and fast response, thermoelectric energy conversion is widely used in small and portable systems such as hotspot cooling for electronics [3], laser diode cooling [4], automotive air-conditioner [5], medical applications [6,7] and thermoregulatory clothing system for personal thermal management [8]. However, there is a major disadvantage of thermoelectric energy conversion system, i.e., the low conversion efficiency due to low figure-of-merit of thermoelectric materials [9]. Efforts in improving thermoelectric material performance can potentially lead to the wide-spread application of thermoelectrics [10]. Practical use of thermoelectrics requires addressing challenges not only in the material and module levels, but also in the system level. It has been shown that the system performance is usually much worse than the projected module performance using the intrinsic material properties due to the dependence of the system performance on other components such as heat sinks and thermal interface materials [11]. Thus, for a typical thermoelectric system with hot and cold side heat sinks mounted on the thermoelectric module, the system-level design and optimization is of great importance. Studies on improving the performance of thermoelectric energy conversion systems have been conducted through theoretical, numerical and experimental methods, or a combination, which generally can be categorized into several groups including optimizing heat sinks, optimizing thermoelectric modules and optimizing the integrated system of thermoelectric module and heat sinks. Theoretical analysis has shown that the finite heat transfer rates of heat sinks have significant influence on the maximum cooling performance of a thermoelectric system [12], and the hot side heat sink has a greater impact on system cooling performance than the cold side [13]. Many efforts have thus been devoted to improving the heat transfer performance of heat sinks including utilizing air-cooled heat sinks with various shapes [14], phase change material-integrated heat sinks [15], thermosyphon heat sinks [16], water jet cooled heat sinks [17] and mini-channel heat sinks [18]. Many earlier studies also focused on the optimization of geometric structures of thermoelectric modules to enhance the cooling capacity. Influence of geometry parameters of thermoelectric elements on the cooling capacity and the cost benefit has been studied based on analytical method [19,20], genetic algorithm method [21,22] and conjugate-gradient method [23]. Scale effect in terms of different module sizes from bulk module, miniature module to micro module on maximum cooling power was studied by Shen et al. [24]. Novel thermoelectric leg shapes such as cylindrical legs [25] and pyramidal legs [26] are also investigated to improve thermoelectric performance.