Skutterudite‐type pnictides based on CoSb3 are promising semiconductor materials for thermoelectric applications. An exhaustive structural characterization by synchrotron X‐ray powder diffraction of different M‐filled CoSb3 (M = Y, K, Sr, La, Ce, Yb) skutterudites, with a panoply of M atoms with very different chemical nature, allows to better understand the effects of filling from a crystallo‐chemical point of view. These analyses focus on the correlation of chemical and structural features with the enhanced thermoelectric properties displayed by certain families of filled‐CoSb3 skutterudites. These are mainly determined by Sb positional parameters, yielding Oftedal plots that depend on the filling fraction, ionic state, and atomic radius of the filler. Together with the distortion of [Sb4] rings and [CoSb6] octahedra present in the skutterudite structure, these results are linked to the band‐convergence concept and its influence on the thermoelectric transport properties. Here, the structural changes observed in the different chemical compositions are relevant to understand the improved thermoelectric performance of single partially filled n‐type skutterudites.