As the demand for renewable energy continues to grow, photovoltaic modules (PV) have attracted much attention as an important clean energy technology. The combination of thermoelectric generator (TEG) with photovoltaic (PV) systems offers significant benefits, such as using waste heat from PV to produce electricity, reducing the operating temperature of PV to extend its service life, and enhancing the efficiency of overall energy use. This review analyzes four main types of structural combinations: photovoltaic hybrid thermoelectric generation components (PV-TEG), split-spectrum photovoltaic hybrid thermoelectric generation components (SSPV-TEG), concentrating photovoltaic hybrid thermoelectric generation components (CPV-TEG), and photovoltaic/thermal hybrid thermoelectric generation components (PV/T-TEG) in order to obtain the latest relevant research developments. The structural design of the coupled system aims to optimize the integration of the TEG with the PV module for enhancing the heat transfer efficiency and power generation performance. The advantages of the PV/T-TEG system, which combines photovoltaic and thermoelectric conversion technologies, are likely to occupy an important position in the future solar energy market. While progress has been made in the application of TEG in PV, the challenges of efficiency, cost, and thermal management need to be overcome, and the opportunity to take advantage of developments in policy, innovation, and market demand will continue to improve performance through structural optimization.