Atomic layer deposition (ALD) is a promising technology for the uniform deposition of thin films. ALD is based on a self-limiting mechanism, which can effectively deposit thin films on the surfaces of powders of various sizes. Numerous studies are underway to improve the performance of thermoelectric materials by forming core-shell structures in which various materials are deposited on the powder surface using ALD. Thermoelectric materials are especially relevant as clean energy storage materials due to their ability to interconvert between thermal and electrical energy by the Seebeck and Peltier effects. Herein, we introduce a surface and interface modification strategy based on ALD to control the performance of thermoelectric materials. We also discuss the properties of the interface between various deposition materials and thermoelectric materials.