Thermo-rechargeable batteries, or tertiary batteries, are prospective energy-harvesting devices that are charged by changes in the battery temperature. Previous studies on tertiary batteries have utilized an electrolyte solution, yet the volume of this electrolyte solution could be a disadvantage in terms of the heat capacity given to the tertiary batteries. To overcome this drawback, the performance of an electrolyte-free tertiary battery consisting of physically joined Na1.60Co[Fe(CN)6]0.902.9H2O (NCF90) and Na0.72Ni[Fe(CN)6]0.685.1H2O (NNF68) thin films was investigated for the first time. During thermal cycling between 5 °C and 15 °C, the thermal voltage (VTB) was observed to be 8.4 mV. This result is comparable to the VTB of conventional tertiary batteries that use electrolyte solutions made of NCF90 and NNF68 thin films.