This report demonstrates application of expanded graphite (ExG) for thermoelectric energy conversion, where it serves as a filler for both p- and n-type organic materials. Thin ExG composite films showing improved thermoelectric properties were prepared. In particular, composites with intrinsically conducting polymer poly(3,4-ethylenedioxythiophene) poly(styrenesulfonate) (PEDOT:PSS) yielding high electrical conductivity (up to 104 S m−1) and enhanced thermopower (Seebeck coefficient) provided promising p-type material. Chemical doping experiments performed on ExG dispersed in polyvinyl alcohol (PVA) revealed that the exfoliated graphitic sheets can be efficiently n-doped with polyethyleneimine (PEI). As a result, n-type ExG/PVA/PEI composite thin films showing improved n-type characteristics with thermopower values as high as −25.3 µV K−1 were prepared. With a 25 wt% ratio of PEI to ExG, the electrical conductivity was measured to be ∼103 S m−1, which is remarkably high for n-type polymer composites. Strips of composite films containing 50 wt% of ExG in PEDOT:PSS were used as p-type components, and composite films containing 20 wt% of ExG in PVA doped with PEI were used as n-type components in thermoelectric modules to demonstrate thermoelectric voltage with one, two, and three p-n couples connected in series. The testing modules produced an output voltage of ∼4 mV at a temperature gradient of 50 K. The module generated 1.7 nW power, when a load resistance matched the internal module resistance of 1 kΩ. Our results show that chemical functionalization of ExG in thin composite films resulted in more effective thermoelectric properties.