The thermoelectric properties of indium (In) and lutetium (Lu) double-filled skutterudites In x Lu y Co 4 Sb 12 prepared by high-pressure synthesis were investigated in detail from 4 K to 365 K. Our results indicate that In and Lu double filling can remarkably reduce the thermal conductivity, and substantially improve the thermoelectric performance. A thermoelectric figure of merit of ZT = 0.27 for In 0.13 Lu 0.05 Co 4.02 Sb 12 was achieved at 365 K, being larger by one order of magnitude than that for CoSb 3 . It is thought that the large difference in resonance frequencies of the In and Lu elements broadens the range of normal phonon scattering in the multifilled skutterudites, helping to achieve an even lower lattice thermal conductivity. This investigation suggests that an effective way to improve the thermoelectric performance of skutterudite materials is to use In and Lu double filling.