Thermoelectric technology can directly harvest the waste heat into electricity, which is a promising field of green and sustainable energy. In this aspect, flexible thermoelectrics (FTE) such as wearable fabrics, smart biosensing, and biomedical electronics offer a variety of applications. Since the nanofibers are one of the important constructions of FTE, inorganic thermoelectric fibers are focused on here due to their excellent thermoelectric performance and acceptable flexibility. Additionally, measurement and microstructure characterizations for various thermoelectric fibers (Bi-Sb-Te, Ag2Te, PbTe, SnSe and NaCo2O4) made by different fabrication methods, such as electrospinning, two-step anodization process, solution-phase deposition method, focused ion beam, and self-heated 3ω method, are detailed. This review further illustrates that some techniques, such as thermal drawing method, result in high performance of fiber-based thermoelectric properties, which can emerge in wearable devices and smart electronics in the near future.