Softening of thermoelectric generators facilitates conformal contact with arbitrary-shaped heat sources, which offers an opportunity to realize self-powered wearable applications. However, existing wearable thermoelectric devices inevitably exhibit reduced thermoelectric conversion efficiency due to the parasitic heat loss in high-thermal-impedance polymer substrates and poor thermal contact arising from rigid interconnects. Here, we propose compliant thermoelectric generators with intrinsically stretchable interconnects and soft heat conductors that achieve high thermoelectric performance and unprecedented conformability simultaneously. The silver-nanowire-based soft electrodes interconnect bismuth-telluride-based thermoelectric legs, effectively absorbing strain energy, which allows our thermoelectric generators to conform perfectly to curved surfaces. Metal particles magnetically self-assembled in elastomeric substrates form soft heat conductors that significantly enhance the heat transfer to the thermoelectric legs, thereby maximizing energy conversion efficiency on three-dimensional heat sources. Moreover, automated additive manufacturing paves the way for realizing self-powered wearable applications comprising hundreds of thermoelectric legs with high customizability under ambient conditions.