The thermoelectric properties on polycrystalline single (In) and double filled (Ce, In) skutterudites are characterized between 300 and 700 K. Powder neutron diffraction measurements of the skutterudite compositions InxCo4Sb12 (x = 0.05, 0.2) and Ce0.05In0.1Co4Sb12 as a function of temperature (12–300 K) were carried out, which gives more insight into the structural data of single and double‐filled skutterudites. Results show that due to the annealing treatment, a Sb deficiency is detectable and thus verifies defects at the Sb lattice site of the skutterudite. Furthermore, we show by electron microprobe analysis that a considerable amount of indium is lost during synthesis and post‐processing for the single indium filled samples, but not for the double cerium and indium skutterudite sample. In our experiments, the double‐filled skutterudite is superior to the single‐filled skutterudite composition due to a higher charge carrier density, a comparable lattice thermal resistivity, and a higher density of states effective mass. Furthermore, we obtained a significantly higher Einstein temperature for the double‐filled skutterudite composition in comparison to the single‐filled species, which reflects the high sensitivity due to filling of the void lattice position within the skutterudite crystal.