At the ultra-thin limit below 20 nm, a film’s electrical conductivity, thermal conductivity, or thermoelectricity depends heavily on its thickness. In most studies, each sample is fabricated one at a time, potentially leading to considerable uncertainty in later characterizations. We design and build an in-situ apparatus to measure thermoelectricity during their deposition inside a thermal evaporator. A temperature difference of up to 2 K is generated by a current passing through an on-chip resistor patterned using photolithography. The Seebeck voltage is measured on a Hall bar structure of a film deposited through a shadow mask. The measurement system is calibrated carefully before loading into the thermal evaporator. This in-situ thermoelectricity measurement system has been thoroughly tested on various materials, including Bi, Te, and Bi2Te3, at high temperatures up to 500 K. Working reliably and precisely, the in-situ measurement system would help to study physics during film growth or speedup our search for better thermoelectric materials.