Thermoelectric (TE) materials which convert heat into electricity and vice versa have led to tremendous research breakthroughs in the development of high-efficiency thermoelectric devices for sustainable energy harvesting. It was estimated that about 60% of all fuels used by industry and transportation become waste heat, which could potentially translate to 15 terawatts of electricity globally. The recovery of thermal energy will not only bring huge energy saving and economic benefits, but also alleviate the heavy reliance on fossil fuels and thus reduce the emission of greenhouse gases. Owing to their versatility and the advantage of adapting to various heat sources, conformal and flexible thermoelectric generators (TEGs) are suitable to power wearable electronics, sensors, as well as industrial systems. Over the past decade, flexible multifunctional sensors have received increasing interest, particularly in healthcare, biomedical areas, and robotics where high sensitivity, accuracy, flexibility, and low-cost fabrication processes are needed. However, conventional fabrication technologies require expensive facilities and involve energy- and labor-intensive processes, which are not only unsuitable for fast prototyping and low-cost manufacturing, but also pose challenges for producing conformal and flexible devices such as TEGs and multifunctional sensors.This research aims to contribute to development of new pathways to fabricate functional devices using microscale additive manufacturing which directly transforms nanoparticle-based inks into devices. Towards this aim, we implemented a versatile aerosol jet printing method which allows direct printing of devices onto 2D planar and 3D curved substrates using colloidal nanoparticle inks with a wide range of viscosities. We demonstrated aerosol jet printed high-performance TEGs using n-type bismuth telluride (Bi2Te2.7Se0.3) TE nanoplates for energy harvesting and flexible sensors using graphene and Ti3C2Tx MXene nanoinks with ultrahigh accuracy, stability, and durability for simultaneous strain and temperature sensing. This opens the possibility to directly print microscale sensor network onto 3D curved components for a broad range of industrial and personalized applications. In addition, intense pulsed light (IPL) sintering is applied for large-scale development of high-performance TEGs for serving as a power source for wearable electronics and internet of things. IPL sintering is ultrafast, energy-efficient, and can sinter the TE films at elevated temperatures on low melting point substrates without damaging the underneath substrate. We integrated high-throughput experimentation and machine learning to accelerate the discovery of the optimum sintering conditions of silver-selenide (Ag1.9Se) TE films using the IPL sintering technique. Successful implementation of this methodology led to ultrahigh power factor and flexible TE films with a sintering time less than one second, whereas conventional thermal sintering requires hours of processing time at elevated temperatures which hinders the widespread development of flexible TEGs. Microscale additive manufacturing methods combined with IPL sintering open tremendous opportunities for rapid manufacturing of a broad range of functional devices for energy and sensing applications.