Paracostibite (CoSbS), as a thermoelectric material, has attracted much attention recently. It has many advantages such as low cost and environment-friendly. However, the thermoelectric performance is limited by the high thermal conductivity. In addition, the preparation of this material need a long-duration heating process and a complicated process by conventional method. In this paper, CoSbS1-xSex based solid solution alloys were facile and rapidly prepared by one-step high pressure method. Their structures and thermoelectric properties were investigated. The results show that high pressure can accelerate the reaction rate and fabricate single-phase CoSbS quickly. Alloying with a small amount of Se can simultaneously optimize three thermoelectric parameters: increasing Seebeck coefficient, reducing resistivity and thermal conductivity. CoSbS0.8Se0.2 has the largest figure of merit ZT~0.25 at 673 K, which is about four times as much as that of the parent material CoSbS. Moreover, the ZT of high-pressure synthesized samples at the same temperature is higher than that of CoSbS1-xSex prepared by the traditional solid-state reaction combined with spark plasma sintering method. These results indicate that high pressure method is an effective method for preparing CoSbS based thermoelectric materials.