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The Yb-filled YbxCo4Sb12 (times=0.2-0.5) bulk materials with special nanostructure were prepared by combining melt spinning method with spark plasma sintering (SPS). The microstructure and thermal transport property of YbxCo4Sb12 were investigated. The microstructure observations were performed by using high-resolution transmission electron microscopy and field emitted scanning electron microscopy (HRTEM and FESEM). The results show that ribbon-shaped samples after melt spinning are composed of nanocrystals and amorphous-like phases, and possess preferable crystal granularity and evengranular distribution with roller linear speed of 30 m/s and nozzle pressure of 0.02 MPa; the bulk materials after SPS are composed of minicrystals with 200 nm average diameter which is formed by nanocrystals with 5-20 nm diameter. This special microstructure increases grain boundary scattering notably, and has great effect on phonon behavior. As a result, the thermal conductivity of the material is decreased remarkably. Compared with the sample prepared by melting-quench-diffusion annealing method with the same filling fraction (times=0.5), thermal conductivity of the sample prepared by melt spinning method decreased 50% from 4.0 Wm-1K-1 to 2.0 Wm-1K-1 at 600 K, and the sample still possesses relatively high power factor.