An automated self-contained pellet grill includes a base housing that defines a heat distribution chamber with a cooking grid supported in an opening at the top of the base for supporting food to be cooked. A pellet burning mechanism, located within the housing, includes a pellet feeder driven by an electrical motor. Electrical power is provided for the motor by a thermoelectric generator having a hot side that is heated by burning pellets and a cold side that is cooled by flowing ambient air.