The growing interest in thermoelectric energy conversion technologies has recently extended to the molecular scale, with molecular tunnel junctions emerging as promising platforms for energy harvesting from heat in a quantum-tunneling regime. This Review explores the advances in thermoelectricity within molecular junctions, highlighting the unique ability of these junctions to exploit charge tunneling and controlled molecular structure to enhance thermoelectric performance. Molecular thermoelectrics, which bridge nanoscale material design and thermoelectric applications, utilize tunneling mechanisms, such as coherent tunneling and hopping processes, including coherent and incoherent pathways, to facilitate energy conversion. Complementing these mechanisms is an array of high-precision fabrication techniques for molecular junctions, from single-molecule break junctions to large-area liquid metal-based systems, each tailored to optimize heat and charge transfer properties. With novel design strategies such as the incorporation of electron-dense ligands, customizable anchor groups, and advanced junction architectures, molecular tunnel junctions hold promise for addressing challenging targets in thermoelectricity. This Review focuses on theoretical models, experimental methodologies, and design principles aimed at understanding the thermoelectric function in molecular junctions and enhancing the performance.