The thermal stability of the electrode interface is always a critical concern in the long-term service of thermoelectric power generators (TEGs). This work has systematically investigated the thermal stability of the interfaces of Ni/Bi₂Te_2.7Se_0.3 and Ni/Bi_0.4Sb_1.6Te₃ of the Bi₂Te₃-based Thermoelectric generator (TEG) device by using high-resolution transmission electron microscopy (HRTEM) with in-situ heating technique. Kirkendall voids (KVs) were directly observed in the electrode interfaces of both Ni/Bi₂Te_2.7Se_0.3 and Ni/Bi_0.4Sb_1.6Te₃, providing thus the microscopic reason for the naked-eye cracks causing thermal failure. The growth of KVs of the as-investigated interfaces shows multi-stage behavior. This effect is attributed to the superimposition of vacancy coalesce due to the interdiffusion and interface stress mechanisms owing to the plastic difference and volume shrinkage relative to the interface reaction. Among the various interface reactions, the reaction of $3\text{Ni+}2{\text{Bi}}_2{\text{Te}}_3\text{=}3\text{Ni}{\text{Te}}_2\text{+}4\text{Bi}$ has the largest volume shrinkage, and hence decisively affects the growth of KVs. An outlook relative to the design of the thermal stability is also provided from the point of view of reducing the local stress to suppress the formation of KVs, which is regarded as a valuable guideline for the electrode interface design of TEGs.