Micro-thermoelectric generators can convert low-grade waste heat to electrical power and have potential applications in wearable electronics, wireless sensors, medical devices and so on. It is challenging to increase the output voltage and power of the cross-plane micro-thermoelectric generators, because their thermoelectric legs are short and a large temperature difference cannot be established on the devices. In this work, we fabricate a micro-thermoelectric generator based on Bi2Te3 and Sb2Te3 through glass pillars with a length of 200 mu m. These thermoelectric pillars are electrodeposited in the through holes of glass templates, and the glass templates are used to support the pillars. A temperature difference of 138 K is successfully established for the thermoelectric generator with 4 thermocouples. The maximum output voltage of the device is 40.89 mV under a temperature difference of 138 K; each thermocouple delivers a voltage of 10.22 mV. The maximum output power of the device is 19.72 mu W. Both the temperature difference and the output voltage per thermocouple are the largest for the cross-plane micro-thermoelectric generators based on thin-film deposition technologies in the literature. In addition, finite element modeling is carried out to study the effects of the length and coverage rate of the thermoelectric pillar on the performance of the thermoelectric generators. Both the experimental and simulation data show that it is an effective way to enhance the temperature difference and output voltage of cross-plane micro-thermoelectric generators using through glass pillars.