Metal aluminum foil surface with micro-nano composite structure using femtosecond laser plasma filament (femtosecond filament) under different femtosecond filament scanning speed (5, 15, 25, 35, 45 mm·s-1)was prepared. In addition, the reflectivity measurements were carried out in the spectrum of sunlight energy mainly covered within the range (330~890 nm), and the result indicated that surface with micro-nano structure induced by femtosecond filament has significant high spectral absorption characteristic The slower the femtosecond filament scanning speed, the stronger the absorptivity/ Micro-nano structure surface absorption is even more than 97% under the condition of 5 mm·s-1. The prepared micro-nano structure surfaces with high spectral absorption are used as light absorbers of thermoelectric generator(TEG), on this basis, the simulation environment was established considering sunlight irradiation and heat dissipation of thermoelectric generator module (TEG module: combination of micro-nano structure metal surface with the TEG), and conducting power generation measurement. The results show that the photoelectric conversion efficiency (power generation efficiency) of aluminum surface with micro-nano structure (5 mm·s-1 preparation condition) can be increased by 43.3 times and 10.7 times respectively compared with polished aluminum foil or bare TEG. The generation process and mechanism of TEG module are further studied, the thermoelectric power generation process of TEG module is divided into two transformation processes to analyze: photothermal transformation process (optical energy converted into heat energy) and thermoelectric transformation process (heat energy converted into electricity): First in the photothermal conversion process, the presence of the micro-nano structure surface enhances the efficiency of sunlight absorption, to provide more photonic energy for photothermal conversion, implements the more heat deposition at the surface, and then in the subsequent thermoelectric transformation process, the carrier mobility of TEG module has been greatly improved by more heat deposition. Thus the micro-nano structure surface compared with the general surface can gain higher thermoelectric conversion efficiency under the condition of the same temperature difference (Temperature difference between hot and cold junctions of TEG module). Therefore, micro-nano structure on the surface of high spectral absorption performance makes TEG module to obtain high heat deposition after the photothermal conversion, bringing about promotion of the carrier mobility, and then increasing the TEG module power performance significantly, which is the main reason to significantly improve the power generation performance of TEG module. The discovery of this mechanism provides theoretical basis for further optimization and improvement of TEG module’s power generation performance, which is of great significance to the practical application of TEG module with micro-nano structural surface.