We present experimental evidence of a thermoelectric effect at the interface between two liquid metals. Using superimposed layers of mercury and gallium in a cylindrical vessel operating at room temperature, we provide a direct measurement of the electric current generated by the presence of a thermal gradient along a liquid–liquid interface. At the interface between two liquids, temperature gradients induced by thermal convection lead to a complex geometry of electric currents, ultimately generating current densities near boundaries that are significantly higher than those observed in conventional solid-state thermoelectricity. When a magnetic field is applied to the experiment, an azimuthal shear flow, exhibiting opposite circulation in each layer, is generated. Depending on the value of the magnetic field, two different flow regimes are identified, in good agreement with a model based on the spatial distribution of thermoelectric currents, which has no equivalent in solid systems. Finally, we discuss various applications of this effect, such as the efficiency of liquid metal batteries.