Lattice dynamics, low-temperature electrical transport, and high-temperature thermoelectric properties of (In, Yb)-doped CoSb3 thin films on different substrates are reported. Pulsed laser deposition under optimized conditions yielded single-phase polycrystalline skutterudite films. Raman spectroscopy studies suggested that In and Yb dopants occupy the cage sites in the skutterudite lattice. Low-temperature electrical transport studies revealed the n-type semiconducting nature of the films with extrinsic and intrinsic conduction mechanisms, in sharp contrast to the degenerate nature reported for identical bulk samples. Calculations yielded a direct bandgap close to 50 meV with no evidence of an indirect gap. The carrier concentration of the films was identical to that reported for the bulk and increased with temperature beyond 250 K. The higher resistivity exhibited is attributed to the enhanced grain boundary scattering in films with a high concentration of grains. The maximum power factor of ∼0.68 W m−1 K−1 obtained at 660 K for the film on glass is found to be nearly four times smaller compared to that reported for the bulk. The observed difference in the power factors of the films on different substrates is explained on the basis of the diffusion of oxygen from the substrates and the formation of highly conducting CoSb2 phase upon the oxidation of CoSb3.