A double-diffusive model demonstrated that Mercury's dynamo is driven by thermochemical convection with thermal energy source deep in its core. Although radioactive elements concentrated in the core has been suggested as the source of the energy, arguments were made that there is no geochemical or geophysical validation for this. We report the temperature-dependent resistivity of solid and liquid Fe measured up to 21 GPa in multi anvil. With increasing pressure, we observe resistivity transition with a value change of about 35 µΩ-cm at the melting boundary on the liquid side at ~18 GPa. This change in resistivity corresponds to a change in thermal conductivity of about 30 Wm-1K-1 that would generate ~0.94 TW change in heat flux. This indicates that transition in Fe properties is responsible for thermal buoyancy in Mercury's dynamo and not radioactive materials. From the entropy balance, we estimate a thermal dynamo power of about 0.1 TW.