Transition metal oxides (TMOs) are a fascinating class of materials due to their wide ranging electronic, chemical and mechanical properties. Additionally, they are gaining increasing attention for their thermoelectric (TE) properties due to their high temperature stability, tunable electronic and phonon transport properties and well established synthesis techniques. In this article, we review TE TMOs at cryogenic, ambient and high temperatures. An overview of strategies used for morphological, compositing and stoichiometric tuning of their key TE parameters is presented. This article also provides an outlook on the current and future prospects of implementing TMOs for a wide range of TE applications.