BiCuSeO oxyselenides possess a highlighted thermoelectric performance among oxides, which originates from their intrinsically low thermal conductivity. However, intrinsic factors causing low thermal transport are also detrimental to carrier transport, leading to ultralow carrier mobility and relatively low electrical transport properties. Here, high‐conductivity single‐wall carbon nanotubes (SWCNTs) are adopted as the charge channels to be embedded in a BiCuSeO‐based matrix, providing a transport pathway for charge carriers. The results show that carrier mobility is increased to 188 cm2 V−1 s−1 due to the SWCNTs composited, triggering an enhancement in electrical transport properties. Besides, the SWCNTs embedded in the matrix introduce abundant interfaces, suppressing phonon transport and depressing lattice thermal conductivity. With these achievements, a maximum zT of 0.84 at 818 K is realized in the composite with 0.1 wt% SWCNTs. The mechanical property of the composites is strengthened as well because of the SWCNTs. The work indicates that the SWCNTs, as the charge channels, propose an effective approach for enhancing carrier mobility in BiCuSeO‐based materials, finally optimizing the thermoelectric performance as well as the mechanical property.