Thermoelectric materials have great potential for a range of energy harvesting applications, while the thin film approach is promising for the realization of integrated thermoelectric micro-devices. Silicon-germanium heterostructures are interesting candidates for on-chip cooling or energy harvesting, guaranteeing reliable manufacturing and integrability with silicon technology. Material research is nowadays focused on the engineering of nanostructured materials with improved thermoelectric performances. Therefore, the development of efficient methods for the characterizazion of the thermoelectric properties at the micro- and nano-scale is fundamental. We report here microfabrication based methods for the in-plane and cross-plane thermoelectric characterization of silicon-germanium multilayer heterostructures monolithically integrated on silicon.