Mechanochemical synthesis is an extremely useful strategy to reach thermoelectric materials due to its solvent-free one-step character, as the targeted thermoelectricity (TE) materials in a nanocrystalline format can be prepared by mere high-energy milling of elemental precursors. Nevertheless, the subsequent densification method (e.g., spark plasma sintering or hot pressing) is required afterward, similarly to other synthetic methodologies. In this study, the simplicity of mechanochemical synthesis ispresented for two selected metal chalcogenides, namely copper sulfide (Cu1.8S, digenite) and tin selenide (SnSe, svetlanaite), which are known for high ZT values. These compounds can be prepared via a mechanically induced self-propagating reaction (MSR), which is a combustion-like process instantly yielding the products in a very short timeframe (within 1 min). The occurrence of MSR can be well-tracked by in situ temperature monitoring since an abrupt temperature increase occurs at the moment of MSR. We have developed a device which is capable of monitoring the temperature inside the milling jar every 80 ms during planetary ball milling, and it is therefore possible to very precisely track the moment of MSR ignition. The developed device presents an improvement in the monitoring capabilities in comparison with commercially available analogs. This contribution aims to provide a visual insight into all steps, with simple high-energy ball milling of elements to reach TE materials and in situ temperature monitoring being the central points.