CoSb3-based skutterudite is a promising mid-temperature thermoelectric material. However, the high lattice thermal conductivity limits its further application. Filling is one of the most effective methods to reduce the lattice thermal conductivity. In this study, we investigate the Ce filling limit and its influence on thermoelectric properties of p-type Fe3CoSb12-based skutterudites grown by a temperature gradient zone melting (TGZM) method. Crystal structure and composition characterization suggests that a maximum filling fraction of Ce reaches 0.73 in a composition of Ce0.73Fe2.73Co1.18Sb12 prepared by the TGZM method. The Ce filling reduces the carrier concentration to 1.03 × 1020 cm−3 in the Ce1.25Fe3CoSb12, leading to an increased Seebeck coefficient. Density functional theory (DFT) calculation indicates that the Ce-filling introduces an impurity level near the Fermi level. Moreover, the rattling effect of the Ce fillers strengthens the short-wavelength phonon scattering and reduces the lattice thermal conductivity to 0.91 W m−1 K−1. These effects induce a maximum Seebeck coefficient of 168 μV K−1 and a lowest κ of 1.52 W m−1 K−1 at 693 K in the Ce1.25Fe3CoSb12, leading to a peak zT value of 0.65, which is 9 times higher than that of the unfilled Fe3CoSb12.