Metal oxides and nitrides are widely used in many applications as a result of their high mechanical, chemical, and electrical properties. In high temperature thermoelectric applications, oxides and nitrides exhibit high thermopower and thermal stability. Moreover, most oxides and nitrides are consisted of earth abundant elements, which are non-toxic, cost effective and easy for large-scale synthesis. In this article, we reviewed the recent advances of metal oxides and nitrides and their applications in thermoelectrics. The materials that are examined include both p-type semiconductors (e.g. NaxCoO2, Ca3Co4O9, GaN) and n-type semiconductors (e.g. ZnO-based, SrTiO3, InGaN, InN). This study is focused on the temperature dependent thermoelectric transport properties of oxides and nitrides aiming for reaching a high power factor.