Bismuth telluride thin films were prepared on flexible substrates by magnetron sputtering and then annealed at different temperatures. Interestingly, single-crystal Bi₂Te₃ nanoplates emerged on the thin films spontaneously, free of any template or catalyst. The self-formation of nanoplates could be ascribed to thermal stress, and a physical mechanism was proposed accordingly. Thermoelectric measurements illustrated that the electronic conductivity increased with annealing temperature owing to the gradually improved crystallization, but the thermal conductivity decreased as a result of enhanced scattering by the lamellar structure. This improved the figure of merit ZT of the Bi₂Te₃ thin films by more than 4 times and provided us a new concept to obtain high-performance thermoelectric materials.