Nanostructures enhance phonon scattering and improve the figure of merit of thermoelectric materials. Nanosized CoSb(3) skutterudite was synthesized by solvothermal methods using CoCl(2) and SbCl(3) as the precursors. A "two-step" model was suggested for the formation of CoSb(3) based on the X-ray diffraction analysis. The first step is the formation of cobalt diantimonide in the earlier stage during the synthesis process. Diantimonide was then combined with antimony atoms to form the skutterudite structured triantimonide, CoSb(3), in the later stage of the synthesis process as the second step. The synthesized CoSb(3) powders consist of irregular particles with sizes of about 20 nm and sheets of about 80 nm.