<p>Thermal shock failure restricts the long-term reliable operation of high-performance segmented thermoelectric devices in extreme environments such as space exploration. Taking the skutterudite-Bi₂Te₃ segmented thermoelectric leg as an example, here we show that thermal shock failure originates from thermal stress concentration caused by the thermal expansion mismatch between the solder and thermoelectric materials. To address this, we design a Ni foam composite solder layer, the network of which constrains the solder matrix, reducing its effective thermal expansion, while absorbing strain energy through plastic deformation during thermal shock. The leg with a Ni foam composite solder layer withstands seven thermal shocks with intact interfaces and exhibits a predicted service life of about 133 cold-start cycles, approximately 6 times higher than the leg with a conventional solder layer. The metal foam composite soldering strategy provides a practical route to improving the stability of thermoelectric devices under extreme thermal conditions and supports their future application-driven development.</p>