The development of practical, cost-effective systems for the conversion of low-grade waste heat to electrical energy is an important area of renewable energy research. We here demonstrate a thermal energy harvester that is driven by the small temperature fluctuations provided by natural convection. This harvester uses coiled yarn artificial muscles, comprising well-aligned shape memory polyurethane (SMPU) microfibers, to convert thermal energy to torsional mechanical energy, which is then electromagnetically converted to electrical energy. Temperature fluctuations in a yarn muscle, having a maximum hot-to-cold temperature difference of about 13 °C, were used to spin a magnetic rotor to a peak torsional rotation speed of 3,000 rpm. The electromagnetic energy generator converted the torsional energy to electrical energy, thereby producing an oscillating output voltage of up to 0.81 V and peak power of 4 W/kg, based on SMPU mass.