In- and Yb-doped CoSb3 thin films were prepared by pulsed laser deposition. Process optimization studies revealed that a very narrow process window exists for the growth of single-phase skutterudite films. The electrical conductivity and Seebeck coefficient measured in the temperature range 300–700 K revealed an irreversible change on the first heating cycle in argon ambient, which is attributed to the enhanced surface roughness of the films or trace secondary phases. A power factor of 0.68 W m−1 K−1 was obtained at ∼700 K, which is nearly six times lower than that of bulk samples. This difference is attributed to grain boundary scattering that causes a drop in film conductivity.