Thermoelectric (TE) materials are able to generate power from waste heat and thereby provide an alternative source of sustainable energy. Calcium cobaltite is a promising p-type thermoelectric oxide because of its intrinsically low thermal conductivity arising from the misfit layered structure. Its structural framework contains two sublayers with different incommensurate periodicities, offering different sites for substituting elements; the plate-like grain structure contributes to texture development, thereby providing opportunities to modulate the thermoelectric response. In this topical review, we briefly introduce the misfit crystal structure of calcium cobaltite and summarize three efficient strategies to enhance the thermoelectric performance, namely (i) elemental doping, (ii) optimization of fabrication route, and (iii) composite design. For each strategy, examples are presented and performance enhancing mechanisms are discussed. The roles of dopants, processing routes and phase composition are clearly identified to provide insights into processing-structure-property relationship for calcium cobaltite based materials. We outline some of the challenges that still need to be addressed and hope that the proposed strategies can be exploited in other thermoelectric systems.