Abstract: A process for producing a thermoelectric material based on two or more elements selected in the group constituted by Bi, Sb, Te and Se, which process comprises: i. an alloying step wherein determined amounts of the elements Bi, Sb, Te or Se are mixed until an homogenous powdered alloy is obtained; ii. an extrusion step of the powdered homogenous alloy obtained in the preceding step. The elements Bi, Sb, Te or Se being preferably mechanically mixed in an homogenous powdered alloy. The thermoelectric material, which are obtainable by this process, exhibits improved thermoelectric and mechanical properties and are therefore suitable, for example, as cooler, as temperature stabilizer in a electronic device or as power generator.