The thermocouple produces a voltage proportional to the temperature difference between the heated end of a conductor and its cold end. To measure that voltage the conductor must be connected to a circuit.

To make the circuit another wire of a different material is connected to the heated end of the original conductor (a hot junction is formed) the other end of both conductors are attached to a millivolt meter which forms the cold junction.

Note this is required if you want to use the thermocouple to sense temperature, the thermocouple principle simple needs the two dissimilar metal conductors to be connected together at a hot and cold junction !

The correct answer is two dissimilar metal joined together at one end (called the hot junction or measuring end) all other answer given refer to identical metals or a single wire which are wrong.