A method of manufacturing a thermoelectric conversion element module, comprising: a first step of preparing a plurality of P-type thermoelectric conversion elements, each comprising a tube P made of a heat-resistant insulating material filled with a P-type thermoelectric conversion material, and a plurality of N-type thermoelectric conversion elements, each comprising a tube N made of a heat-resistant insulating material filled with an N-type thermoelectric conversion material, and preparing a thermoelectric conversion element group provided with a plurality of thermoelectric conversion element columns arranged in parallel, each column including the P-type thermoelectric conversion elements and the N-type thermoelectric conversion elements alternately arranged in a first direction; the first step comprises; step A of alternately arranging the P-type thermoelectric conversion elements and the N-type thermoelectric conversion elements along a first direction and in a manner so as to contact each other to form a first thermoelectric conversion element column in which the tubes of the elements are in parallel with each other; step B of applying an adhesive to a peripheral surface of the P-type thermoelectric conversion element and a peripheral surface of the N-type thermoelectric conversion element of the first thermoelectric conversion element column; step C of alternately arranging the P-type thermoelectric conversion elements and the N-type thermoelectric conversion elements along the first direction to form a second thermoelectric conversion element column in which the tubes of the elements are in parallel with each other, the second thermoelectric conversion element column being disposed on the first thermoelectric conversion element column via the applied adhesive; step D of repeating step B and step C so as to obtain the thermoelectric conversion element group; a second step of forming a connection electrode layer which covers one end face P and a side surface of the P-type thermoelectric conversion elements and which covers one end face N and a side surface of the N-type thermoelectric conversion element; a third step of patterning the connection electrode layer so as to cut off between the P-type thermoelectric conversion elements and the N-type thermoelectric conversion elements along a second direction crossing the first direction; and a fourth step of patterning the connection electrode layer so as to cut off along the first direction between sets, each set composed of the P-type thermoelectric conversion element and the N-type thermoelectric conversion element neighboring each other in the second direction. a first step of preparing a plurality of P-type thermoelectric conversion elements, each comprising a tube P made of a heat-resistant insulating material filled with a P-type thermoelectric conversion material, and a plurality of N-type thermoelectric conversion elements, each comprising a tube N made of a heat-resistant insulating material filled with an N-type thermoelectric conversion material, and preparing a thermoelectric conversion element group provided with a plurality of thermoelectric conversion element columns arranged in parallel, each column including the P-type thermoelectric conversion elements and the N-type thermoelectric conversion elements alternately arranged in a first direction; the first step comprises; step A of alternately arranging the P-type thermoelectric conversion elements and the N-type thermoelectric conversion elements along a first direction and in a manner so as to contact each other to form a first thermoelectric conversion element column in which the tubes of the elements are in parallel with each other; step B of applying an adhesive to a peripheral surface of the P-type thermoelectric conversion element and a peripheral surface of the N-type thermoelectric conversion element of the first thermoelectric conversion element column; step C of alternately arranging the P-type thermoelectric conversion elements and the N-type thermoelectric conversion elements along the first direction to form a second thermoelectric conversion element column in which the tubes of the elements are in parallel with each other, the second thermoelectric conversion element column being disposed on the first thermoelectric conversion element column via the applied adhesive; step D of repeating step B and step C so as to obtain the thermoelectric conversion element group; a second step of forming a connection electrode layer which covers one end face P and a side surface of the P-type thermoelectric conversion elements and which covers one end face N and a side surface of the N-type thermoelectric conversion element; a third step of patterning the connection electrode layer so as to cut off between the P-type thermoelectric conversion elements and the N-type thermoelectric conversion elements along a second direction crossing the first direction; and a fourth step of patterning the connection electrode layer so as to cut off along the first direction between sets, each set composed of the P-type thermoelectric conversion element and the N-type thermoelectric conversion element neighboring each other in the second direction.