Your pilot assembly may or may not have this. One way to tell this is that If your fireplace normally turns on from a wall switch or remote control, you will have a thermopile sensor. If you turn your fireplace on by reaching into the fireplace and turning a knob, you may not.
Basically, the thermopile sensor is the same as the thermocouple sensor, except its larger. And because it is larger, it creates a larger amount of electricity ( about 300-500 milivolts or 1/2 of a volt). Most of the time, this sensor only controls the main burner flame. But if you do not have a thermocouple, this will control the pilot flame as well.