Thermoelectric (TE) materials can directly realize the mutual conversion between heat and electricity, and it is an environmentally friendly functional material. At present, the thermoelectric conversion efficiencies of thermoelectric materials are low, which seriously restricts the large-scale application of thermoelectric devices. Therefore, finding new materials with better thermoelectric properties or improving the thermoelectric properties of traditional thermoelectric materials has become the subject of thermoelectric research. Thin film materials, compared with bulk materials, possess both the two-dimensional macroscopic properties and one-dimensional nanostructure characteristics, which makes it much easier to study the relationships between physical mechanisms and properties. Besides, thin film are also suitable for the preparation of wearable electronic devices. This article summarizes five different preparation methods of Cu₂Se thin films, i.e. electrochemical deposition, thermal evaporation, spin coating, sputtering, and pulsed laser deposition. In addition, combing with typical examples, the characterization methods of the film are summarized, and the influence mechanism of each parameter on the thermoelectric performance from electrical conductivity, Seebeck coefficient and thermal conductivity is discussed. Finally, the hot application direction of Cu₂Se thin film thermoelectrics is also introduced.