A series of Fe, Mn, and Cu doped Ca3Co4O9+δ samples, Ca3(Co,M)4O9+δ (M=Fe, Mn, and Cu), were fabricated by cold high-pressure compacting technique. Their thermoelectric properties were investigated from room temperature up to 1000 K. The cold high-pressure compacting method is advantageous to increasing density and texture, in favor of the improvement of thermoelectric performance. The electrical transport measurements indicate that Fe/Mn substitutes for Co mainly in [CoO2] layers whereas the substitution of Cu for Co takes place in [Ca2CoO3] layers. The thermoelectric properties as well as electronic correlations depend not only on the substitution ion but also the Co site that is replaced. Thermopower can be well calculated by the carrier effective mass according to Boltzmann transport model, indicating that the electronic correlation plays a crucial role in the unusual thermoelectric characteristics of this system. From the changes in thermopower, resistivity, and thermal conductivity, thermoelectric performance of Ca3Co4O9+δ is efficiently improved by these transition metals doping. Fe doped samples possess the highest ZT values. Combining cold high-pressure technique, ZT of Ca3Co3.9Fe0.1O9+δ can reach ∼0.4 at 1000 K, which is quite large among ceramic oxides, suggesting that Fe doped Ca3Co4O9+δ could be a promising candidate for thermoelectric applications at elevated temperatures.