A thermoelectric generator comprising: an exhaust pipe portion into which exhaust gas is conducted; a cooling portion to which a cooling medium is supplied; a thermoelectric conversion module that has a high-temperature part opposed to the exhaust pipe portion and a low-temperature part opposed to the cooling portion, wherein the thermoelectric conversion module performs thermoelectric generation using a temperature difference between the high-temperature part and the low-temperature part, and wherein the thermoelectric conversion module is located in a space portion defined between the exhaust pipe portion and the cooling portion; and a fault diagnosis means (142, 143, 148, 149) that performs fault diagnosis on the thermoelectric generator based on exhaust gas leaking from the exhaust pipe portion into the space portion, the thermoelectric generator being characterized in that the space portion is a sealed space, the fault diagnosis means (142, 143, 148, 149) detects a change in the pressure in the sealed space and performs fault diagnosis on the thermoelectric generator based on the change in the pressure in the sealed space, in a case in which a pressure in the absence of leakage of fluid into the sealed space is a reference pressure, the fault diagnosis means (142, 143, 148, 149) determines that the fluid leaks into the sealed space if a differential pressure between the reference pressure and a pressure in the sealed space is equal to or larger than a predetermined threshold, and the fault diagnosis means (142, 143, 148, 149) corrects the reference pressure depending on a temperature of the sealed space and compares the corrected reference pressure with the pressure in the sealed space. an exhaust pipe portion into which exhaust gas is conducted; a cooling portion to which a cooling medium is supplied; a thermoelectric conversion module that has a high-temperature part opposed to the exhaust pipe portion and a low-temperature part opposed to the cooling portion, wherein the thermoelectric conversion module performs thermoelectric generation using a temperature difference between the high-temperature part and the low-temperature part, and wherein the thermoelectric conversion module is located in a space portion defined between the exhaust pipe portion and the cooling portion; and a fault diagnosis means (142, 143, 148, 149) that performs fault diagnosis on the thermoelectric generator based on exhaust gas leaking from the exhaust pipe portion into the space portion, the thermoelectric generator being characterized in that the space portion is a sealed space, the fault diagnosis means (142, 143, 148, 149) detects a change in the pressure in the sealed space and performs fault diagnosis on the thermoelectric generator based on the change in the pressure in the sealed space, in a case in which a pressure in the absence of leakage of fluid into the sealed space is a reference pressure, the fault diagnosis means (142, 143, 148, 149) determines that the fluid leaks into the sealed space if a differential pressure between the reference pressure and a pressure in the sealed space is equal to or larger than a predetermined threshold, and the fault diagnosis means (142, 143, 148, 149) corrects the reference pressure depending on a temperature of the sealed space and compares the corrected reference pressure with the pressure in the sealed space.