Micro/small-scale thermoelectric generation modules are able to produce continuous, noise-free and reliable electricity power using low temperature differences that widely exist in nature or industry. These advantages bring them great application prospects in the fields of remote monitoring, microelectronics/micro-electromechanical systems (MEMS), medical apparatus and smart management system, which often require a power source free of maintenance and vibration. In this work, a prototypical thermoelectric module (12 mm x 12 mm x 0.8 mm) with 15 pairs of micro-scale thermoelectric legs (0.2 mm in width and 0.6 mm in height for each leg) is fabricated using a low-cost mechanical machining process. In this process, cutting and polishing are the main methods for the preparation of thermoelectric pairs from commercial polycrystalline materials and for the fabrication of electrode patterns. The as-fabricated module is tested for its power generation properties with the hot side heated by an electrical heater and the cold side by cold air. With the heater temperature of 375 K, the thermoelectric potential is about 9.1 mV, the short circuit current is about 14.5 mA, and the maximum output power is about 32.8 mu W. The finite element method is applied to analyze the heat transfer of the module during our test. The temperature difference and heat flux are simulated, according to which the output powers at different temperatures are calculated, and the result is relatively consistent compared to the test results.