Rare-earth-filled skutterudites R z Fe4−x Co x Sb12 (R: Yb, La, Ce) were prepared, and their transport and thermoelectric properties were examined. All specimens showed p-type conduction and exhibited a degenerate semiconductor behavior. R0.9Fe3CoSb12 had lower electrical conductivities and higher Seebeck coefficients than RFe4Sb12, which meant that Co led to charge compensation through electron donations. All specimens had positive Hall coefficients, and their carrier concentrations were decreased by charge compensation with increasing Co substitution. The thermal conductivities of R0.9Fe3CoSb12 were lower than those of RFe4Sb12 due to the decreased carrier concentration, as well as the lattice scattering induced by the substitution of Co for Fe. Yb-filled and La-filled skutterudites showed enhanced thermoelectric figures of merit through charge compensation with Co, but Ce-filled skutterudites did not. Yb2∼3+ and La3+ ions required charge compensation to stabilize their skutterudite phases, but Ce3∼4+ ions did not.