The development of practical, cost-efective 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 fuctuations provided by natural convection. This harvester uses coiled yarn artifcial muscles, comprising well-aligned shape memory polyurethane (SMPU) microfbers, to convert thermal energy to torsional mechanical energy, which is then electromagnetically converted to electrical energy. Temperature fuctuations in a yarn muscle, having a maximum hot-to-cold temperature diference of about 13°C, were used to spin a magnetic rotor to a peak torsional rotation speed of 3,000rpm. The electromagnetic energy generator converted the torsional energy to electrical energy, thereby producing an oscillating output voltage of up to 0.81V and peak power of 4W/kg, based on SMPU mass.