Solar thermoelectric generators (STEGs), which are capable of directly converting solar energy to electricity, are essential to many potential applications in addition to photovoltaics. It is of great importance to advance the design of STEGs to significantly boost the output performance by combining solar selective absorbers, cooling technologies and phase change materials. In this work, a novel day-night STEG integrated with transparent phase change materials of methyl palmitate and forced water cooling (PCM-STEG-WC) is proposed. The fabricated solar selective absorber exhibits a high solar absorption of 96.05 %, leading to its surface temperature up to 100 °C under 1-sun illumination (1 kW m−2), while the surface temperature of conventional thermoelectric module is only about 44.4 °C. Consequently, the temperature difference between hot and cold ends can be significantly increased to 5.6 °C from 2 °C, about 2.8 times higher than the conventional thermoelectric module. Moreover, this unconcentrated PCM-STEG-WC can realize a power level of 6.42 mW associated with output voltage of 307.3 mV at a solar density of 1 kW m−2, which is about 9 times higher than that of conventional thermoelectric module (35.5 mV). Additionally, the hot end temperature of PCM-STEG-WC only decays by 17 % in 100 s without solar radiation. To demonstrate the effectiveness of the PCM-STEG-WC in power generation at night, a single red LED is completely powered. Finally, this study may provide a promising strategy to develop high-performance STEGs for remote applications.