As a π-conjugated conductive polymer, poly(3,4-ethylenedioxythiophene):poly(styrene sulfonate) (PEDOT:PSS) is recognized as a promising environmentally friendly thermoelectric material. However, its low conductivity has limited applications in the thermoelectric field. Although thermoelectric efficiency can be significantly enhanced through post-treatment doping, these processes often involve environmentally harmful organic solvents or reagents. In this study, a novel and environmentally benign method using purified water (including room temperature water and subsequent warm water) to treat PEDOT:PSS film has been developed, resulting in improved thermoelectric performance. The morphology data, chemical composition, molecular structure, and thermoelectric performance of the films before and after treatment were characterized and analyzed using a scanning electron microscope (SEM), Raman spectrum, XRD pattern, X-ray photoelectron spectroscopy (XPS), and a thin film thermoelectric measurement system. The results demonstrate that the water treatment effectively removes nonconductive PSS from PEDOT:PSS composites, significantly enhancing their conductivity. Treated films exhibit improved thermoelectric properties, particularly those treated only 15 times with room temperature water, achieving a high electrical conductivity of 62.91 S/cm, a Seebeck coefficient of 14.53 μV K−1, and an optimal power factor of 1.3282 µW·m–1·K–2. In addition, the subsequent warm water treatment can further enhance the thermoelectric properties of the film sample. The underlying mechanism of these improvements is also discussed.