All-oxide thermoelectric modules for energy harvesting are attractive because of high-temperature stability, low cost, and the potential to use nonscarce and nontoxic elements. Thermoelectric modules are mostly fabricated in the conventional π-design, associated with the challenge of unstable metallic interconnects at high temperature. Here, we report on a novel approach for fabrication of a thermoelectric module with an in situ formed p–p–n junction made of state-of-the-art oxides Ca3Co4–xO9+δ (p-type) and CaMnO3–CaMn2O4 composite (n-type). The module was fabricated by spark plasma co-sintering of p- and n-type powders partly separated by insulating LaAlO3. Where the n- and p-type materials originally were in contact, a layer of p-type Ca3CoMnO6 was formed in situ. The hence formed p–p–n junction exhibited Ohmic behavior and a transverse thermoelectric effect, boosting the open-circuit voltage of the module. The performance of the module was characterized at 700–900 °C, with the highest power output of 5.7 mW (around 23 mW/cm2) at 900 °C and a temperature difference of 160 K. The thermoelectric properties of the p- and n-type materials were measured in the temperature range 100–900 °C, where the highest zT of 0.39 and 0.05 were obtained at 700 and 800 °C, respectively, for Ca3Co4–xO9+δ and the CaMnO3–CaMn2O4 composite.