Thermoelectric materials have promising applications in a broad range of fields including waste heat recovery, solid-state cooling, and more. As the performance of thermoelectric materials increases, so too does the demand for accurate thermal and thermoelectric material property measurements. This dissertation focuses on novel methods for the characterization of thermal and thermoelectric transport properties and their applications to investigate advanced thermoelectric materials.The measurement methods developed in this work begin with a new type of Scanning Thermal Microscopy (SThM) probe capable of measuring thermal conductivity and Seebeck coefficient with microscale resolution while also increasing measurement sensitivity by more than 3 times compared to the leading conventional SThM probe. Next, a way to print 3 omega (3ω) sensors for thermal conductivity measurement is established, allowing the 3ω method to be applied on a greater range of materials and sample sizes faster than ever before while yielding measurements with the same accuracy expected from the trusted 3ω method. Third, a transient constant heat flux method for Seebeck coefficient measurement is introduced that systematically eliminates two major sources of measurement error.The second part of this dissertation focuses on the irradiation effect on nanostructured bulk thermoelectric materials. A state-of-the-art bulk nanostructured Thermoelectric Generator (TEG) was placed in the core of a nuclear reactor and its thermoelectric performance was monitored in-situ while the reactor ran for 30 days. To determine the causes for the property changes seen in the reactor, the thermoelectric properties of ion irradiated half-Heusler materials were investigated using the microscale SThM probe developed in part one. It was found that irradiation triggered a partial chemical phase transition from the native semiconducting phase to a metallic phase, resulting in severely degraded thermoelectric properties; however, the in-situ results from the nuclear reactor suggest that if the TEG is operated at sufficiently high temperature, the thermoelectric material microstructure can be actively annealed in-situ so that the metallic phase never forms.The new methods developed in this work advance the field of thermoelectrics and thermal science, enabling accelerated research and development of advanced thermal and thermoelectric materials. Meanwhile, the irradiation studies provide new insight on the performance of advanced thermoelectric devices in the extreme environment of a nuclear reactor core, which in turn guides the design and development of thermoelectric materials for use in radioactive environments.