Disclosed are a high performance thermoelectric device and a method of manufacturing the same at ultra-high speed. The high performance thermoelectric device includes segmented structures which may provide an optimal match between the thermoelectric materials and the environmental temperature difference; blocking layers and stress-buffering layers which can reduce interface element migration and longitudinal contact thermal expansion stress and increase bonding strength; phonon scattering layers and negative thermal expansion buffering layers inserted and fixing the thermoelectric leg, thereby increasing internal thermal resistance and improving transverse thermo-match for the high performance thermoelectric device; an inner package and an outer package, thus avoiding sublimation and oxidation of the thermoelectric materials and providing the thermoelectric device with enhanced impact resistance from outside.