In this study, we investigate the effect of high-energy ball milling on thermoelectric transport properties in double-filled CoSb3 skutterudite (In0.2Yb0.1Co4Sb12). In0.2Yb0.1Co4Sb12 powders are milled using high-energy ball milling for different periods of time (0, 5, 10, and 20 min), and the milled powders are consolidated into bulk samples by spark plasma sintering. Microstructure analysis shows that the high-energy ball milled bulk samples are composed of nano- and micro-grains. Because the filling fractions are reduced in the bulk samples due to the kinetic energy of the high-energy ball milling, the carrier concentration of the bulk samples decreases with the ball milling time. Furthermore, the mobility of the bulk samples also decreases with the ball milling time due to enhanced grain boundary scattering of electrons. Reduction of electrical conductivity by ball milling has a decisive effect on thermoelectric transport in the bulk samples, power factor decreases with the ball milling time.