A high temperature thermoelectric test setup for the NORECS ProboStat™ sample holder cell has been designed, constructed, and tested. It holds four thermoelectric legs of up to 5 × 5 mm2 area each and flexible height, allows various interconnects to be tested, and utilizes the spring-load system of the ProboStat for fixation and contact. A custom stainless steel support tube flushed with water provides the cold sink, enabling large temperature gradients. Thermocouples and electrodes as well as the gas supply and outer tube use standard ProboStat base unit feedthroughs and dimensions. The setup allows for testing in controlled atmospheres with the hot side temperature of up to around 1000 °C and a temperature gradient of up to 600 °C. We demonstrate the test setup on a four-leg Li-NiO/Al-ZnO module with gold interconnects. The comparison between the predicted performance based on individual material parameters and the experimentally obtained module performance underlines the necessity for testing materials in combination, including interconnects. The four-leg setup allows versatile match-screening, performance evaluation, and long-term stability studies of thermoelectric materials in combination with hot and cold side interconnects under realistic operational conditions.