Fully filled skutterudites RFe4Sb12 (R = Ca, Sr, Ba, La, Ce, Pr, Nd, Eu, and Yb) have been prepared and the high-temperature electrical and thermal transport properties are investigated systematically. Lattice constants of RFe4Sb12 increase almost linearly with increasing the ionic radii of the fillers, while the lattice expansion in filled structure is weakly influenced by the filler valence charge states. Using simple charge counting, the hole concentration in RFe4Sb12 with divalent fillers (R = Ca, Sr, Ba, Eu, and Yb) is much higher than that in RFe4Sb12 with trivalent fillers (R = La, Ce, Pr, and Nd), resulting in relatively high electrical conductivity and low Seebeck coefficient. It is also found that RFe4Sb12 filled skutterudites having similar filler valence charge states exhibit comparable electrical conductivity and Seebeck coefficient, and the behavior of the temperature dependence, thereby leading to comparable power factor values in the temperature range from 300 to 800 K. All RFe4Sb12 samples possess low lattice thermal conductivity. The correlation between the lattice thermal resistivity WL and ionic radii of the fillers is discussed and a good relationship of WL ∼ (rcage-rion)3 is observed in lanthanide metal filled skutterudites. CeFe4Sb12, PrFe4Sb12, and NdFe4Sb12 show the highest thermoelectric figure of merit around 0.87 at 750 K among all the filled skutterudites studied in this work.