The high Seebeck coefficient of an I-/I3- thermocell was achieved by introducing host molecule PEGylated α-cyclodextrin (TEG-α-CD), which showed thermally induced phase transition. The host captures I3- at the cold side of the thermocell, which increased Se up to +2.4 mV/K. Notably, the maximum Se value of +4.2 mV/K was observed in the temperature range between 31 and 37 °C, which was achieved as a consequence of the phase transition between a hydrophilic phase to a hydrophobic phase. At the lower temperature side of the thermocell, the host effectively captures the I3- anion. Meanwhile, microphase separation of TEG-α-CD occurred at the higher temperature side, which promoted the dissociation of I3-. This resulted in a large concentration gap of electrochemically active I3- ions in between the electrodes. The power density determined for the thermoelectric cell was doubled in the presence of TEG-α-CD. This result provides a practical means to design n-type thermocells showing positive Se, only from low-molecular-weight compounds.