In this study, a benzodithiophene (BDT)-based donor (D)–acceptor (A) polymer containing carbazole segment in the side-chain was designed and synthesized and the thermoelectric composites with 50 wt % of single walled carbon nanotubes (SWCNTs) were prepared via ultrasonication method. Strong interfacial interactions existed in both of the composites before and after immersing into the 2,3,5,6-Tetrafluoro-7,7,8,8-tetracyanoquinodimethane (F4TCNQ) solution as confirmed by UV-Vis-NIR, Raman, XRD and SEM characterizations. After doping the composites by F4TCNQ, the electrical conductivity of the composites increased from 120.32 S cm−1 to 1044.92 S cm−1 in the room temperature. With increasing the temperature, the electrical conductivities and Seebeck coefficients of the undoped composites both decreased significantly for the composites; the power factor at 475 K was only 6.8 μW m−1 K−2, which was about nine times smaller than the power factor at room temperature (55.9 μW m−1 K−2). In the case of doped composites, although the electrical conductivity was deceased from 1044.9 S cm−1 to 504.17 S cm−1, the Seebeck coefficient increased from 23.76 μV K−1 to 35.69 μW m−1 K−2, therefore, the power factors of the doped composites were almost no change with heating the composite films.