Skutterudite compounds have been studied as potential thermoelectric materials due to their high thermoelectric efficiency, which makes them attractive candidates for applications in thermoelectric power generation. In this study, the effects of double-filling on the thermoelectric properties of the CexYb0.2−xCo4Sb12skutterudite material system were investigated through the process of melt spinning and spark plasma sintering (SPS). By replacing Yb with Ce, the carrier concentration was compensated for by the extra electron from Ce donors, leading to optimized electrical conductivity, Seebeck coefficient, and power factor of the CexYb0.2−xCo4Sb12system. However, at high temperatures, the power factor showed a downturn due to bipolar conduction in the intrinsic conduction regime. The lattice thermal conductivity of the CexYb0.2−xCo4Sb12skutterudite system was clearly suppressed in the range between 0.025 and 0.1 for Ce content, due to the introduction of the dual phonon scattering center from Ce and Yb fillers. The highestZTvalue of 1.15 at 750 K was achieved for the Ce0.05Yb0.15Co4Sb12sample. The thermoelectric properties could be further improved by controlling the secondary phase formation of CoSb2in this double-filled skutterudite system.