Abstract: Thermoelectric material as a new clean energy material can realize transfer between electricity and heat. Skutterudite compound is one of the best thermoelectric materials in the middle temperature range due to its unique cage-like structure. In this paper, the thermoelectric properties of the CoSb₃ based skutterudites compounds are reviewed, and the main ways to improve the thermoelectric properties of the CoSb₃ based skutterudites compounds are summarized, including doped skutterudites, filled skutterudites and nanostructured skutterudites. Hope to extend to the application of thermoelectric skutterudites.