Thermoelectric generators are actively being pursued to recover waste heat from the auto exhaust gas to improve vehicle fuel economy. Efficiency of a thermoelectric generator is defined as the ratio of electrical power output to the heat input. In a typical thermoelectric generator, a heat exchanger captures the heat from the medium (ex: hot exhaust gas heat) and this heat needs to be transferred to the hot end of the thermoelectric elements with minimum losses. It is important to understand and minimize these thermal losses to improve the efficiency of a thermoelectric generator. Accurate measurement of the thermal interface resistance parameters is also important because they are used in a comprehensive thermoelectric system model to predict the performance of the generator under actual use conditions. To understand the factors influencing the thermal interface resistance, and to determine the effective thermal interface resistance between the heat exchanger and the thermoelectric hot shunts in a prototype generator that is currently being developed for auto exhaust heat recovery application, we have designed and built a test setup to characterize the thermal interface resistance under high heat flux conditions. Measured temperature profiles in the test sample, heat input into the test device and its geometry are fed into a thermal model to extract the thermal conductance parameters. Factors affecting the thermal interface resistance and the influence of different interface materials were evaluated. Suitable solutions with minimum thermal loss were selected for building the prototype thermoelectric generator for waste heat recovery application and validating the system model.