The electrical properties of a p–n heterojunction of polycrystalline p-type Ni0.98Li0.02O and n-type Zn0.98Al0.02O have been investigated for potential applications in high-temperature oxide-based thermoelectric generators without metallic interconnects. Current–voltage characteristics of the junction were measured in a two-electrode setup in ambient air at 500–1000°C. The resistance and rectification of the junction decreased with increasing temperature. A non-ideal Shockley diode model was used to fit the measured current–voltage data in order to extract characteristic parameters of the junction, such as area specific series resistance Rs and parallel shunt resistance Rp, non-ideality factor, and the saturation current density. Rs and Rp decreased exponentially with temperature, with activation energies of 0.4 ± 0.1 eV and 1.1 ± 0.2 eV, respectively. The interface resistance of the direct p–n junction studied here is as such too high for practical applications in thermoelectrics. However, it is demonstrated that it can be reduced by an order of magnitude by using a composite of the individual materials at the interface, yielding a large effective contact area.