•A two-step method was utilized to synthesize multi-element doped Ce0.3Ni1.5Co2.5Sb12 film efficiently.•Well-crystallized CoSb3 and CeSb coexisted, leading to a positive effect on electrical properties.•The maximum value of S and PF reach −250 μV/K and 5275 μW/(mK2) for Ce0.3Ni1.5Co2.5Sb12 film at 673 K. The skutterudite CoSb3 has been widely concerned, as one of the most studied candidate materials for thermoelectric applications. Here, n-type bulk skutterudite Ce0.3Ni1.5Co2.5Sb12 was successfully prepared under TGZM effect and its thin film deposited by PLD on single crystal Si substrate, to further understand the effect of microstructure and the electrical transport mechanism on the thermoelectric properties from bulk to thin film. It is found that two phases of Sb and CoSb3 coexist in bulk sample, while abundant nano-granular structures with well-crystallized CoSb3 and little of CeSb generate in the film. As a result, the maximum value of S and PF reach −250 μV/K and 5275 μW/(mK2) for film sample at 673 K. The PF value of film is four times higher than that of the bulk sample. This provides a novel avenue to increase the thermoelectric properties of skutterudite.