The increasing price of oil, global warming and rapid industrial growth has drawn much attention to renewable energy technologies over the last few decades. The total energy consumption is estimated to increase 1.4% per year globally. About 90% of this energy supply is generated through fossil fuel combustion with a typical efficiency of 30-40%. The remaining 60-70% of the energy is lost to the environment via automotive exhaust or industrial processes. It is highly desired to retrieve wasted heat to improve the overall efficiency of the energy conversion. Developing thermoelectric materials and devices is a potential solution to utilize waste heat as an energy source. Skutterudites are known to be promising thermoelectric materials in the temperature range 600K to 900K. Novel nanoengineering approaches and filling of skutterudites structure can further improve the transport properties of the material. In this work, Cobalt Antimonide (Co4Sb12) based skutterudites were fabricated via mechanical milling and alloying. Rear earth material Ytterbium and Cerium are used as fillers to substitute the cages in the crystal lattice of these materials. Base material is synthesized via thermochemical reduction of the precursors under hydrogen. Further processing of the material is performed with ball milling and Spark Plasma Sintering (SPS). Ball milling parameters were optimized for nanostructuring of Co4Sb12. Grain size was significantly reduced after SPS compaction. Finally, Thermoelectric transport properties of the material is evaluated over the temperature range 300K to 900K for five different composition of the skutterudites materials. Significant reduction in materials thermal conductivity was achieved through nanostructuring.