P-type with nanostructured CoSb₃ was successfully synthesized by solid-state reaction method. The phase composition and crystallographic structure were characterized by X-ray diffraction and scanning electron microscopy. The electrical properties of the samples prepared at different temperatures and holding time were tested at room temperature. The samples with better power factor at room temperature were selected to study the thermoelectric properties at different temperatures. The results show that the single phase Skutterudite thermoelectric materials can be prepared by ball milling combined with solid-state reaction. The samples have many micron-size pores uniformly and the grain was in the nanometer range. The maximum Seebeck coefficient was 222.64 μV/k obtained at the prepared temperature of 863 K. The maximum power factor of 132.17 μW/ (mK^₂) at 570 K was obtained and the maximum figure of merit, ZT~0.053 at 600 K was obtained by the sample which prepared temperature of 903 K. This study provides a new technology for the rapid preparation of Skutterudite thermoelectric materials.