Generation of electric voltage in a conductor by applying a temperature gradient is a fundamental phenomenon called the Seebeck effect. This effect and its inverse is widely exploited in diverse applications ranging from thermoelectric power generators to temperature sensing. Recently, a possibility of thermoelectricity arising from the interplay of the non-local Cooper pair splitting and the elastic co-tunneling in the hybrid normal metal-superconductor-normal metal structures was predicted. Here, we report the observation of the non-local Seebeck effect in a graphene-based Cooper pair splitting device comprising two quantum dots connected to an aluminum superconductor and present a theoretical description of this phenomenon. The observed non-local Seebeck effect offers an efficient tool for producing entangled electrons.