Double-filled skutterudite compounds CemLanFeCo3Sb12 with (m+n)=0.2–0.4 were synthesized by spark plasma sintering using powders of Co, Sb, Fe, and rare-earth Ce and La as starting materials, and the thermoelectric properties were studied in detail. The dominant phases of all the samples are the skutterudite with small amount of Sb as an impurity phase, and the amount of Sb decreases in double-filled compound. The lattice constant is enhanced linearly up to (m+n)=0.30 with increasing filling fraction and then unchanged. The Seebeck coefficient and thermal conductivity of double-filled compounds are generally higher than single-filled samples whatever the filling fraction is. Among all the samples, Ce0.1La0.2FeCo3Sb12 shows the highest Seebeck coefficient of 150 μV K-1 at 773 K and the lowest thermal conductivity of 1.81 W/mK at 673 K, and the maximum ZT value reaches 0.60 at 773 K due to its lower thermal conductivity.