Realizing high thermoelectric performance in CoSb3 skutterudite‐based thin films and their devices is historically challenging, especially due to the lack of high‐performing thin‐film‐based device working at medium‐to‐high temperatures. Here, a record‐high ZT of 1.1 is achieved at 683 K in an n‐type Ce0.3Ni1.5Co2.5Sb12 thin film, fabricated from a self‐designed target via advanced pulsed laser deposition. Both experimental and computational results confirm that the Ce‐filling and metal‐featured nanoinclusions such as CeSb contribute to high electrical conductivity, while the Ni‐doping and significantly strengthen the energy filtering effect that occurs at the dense interfaces between the Ce0.3Ni1.5Co2.5Sb12 matrix and the nanoinclusions which leads to a large Seebeck coefficient, giving rise to such a high ZT. In addition, a new‐type CoSb3 thin‐film‐based device is successfully fabricated, which exhibits a high output power density of 8.25 mW cm−2 at a temperature difference of 140 K and a cold‐side temperature of 573 K, indicating the potential for application to medium‐to‐high‐temperature power generation scenarios.