Thermocouples are devices used to transform heat into electricity. They are made of two dissimilar types of metal (example: copper & constantan, iron & constantan and platinum & platinum rhodium) that are bonded or twisted together. When the joint between the two metals is heated a small electric potential is produced. Several thermocouples connected together is called a thermopile.
Thermocouples are often used for measuring temperatures. They generally do not produce enough energy to power a circuit.