The thermoelectric figure of merit (ZT) in narrow conduction bands of different material dimensionalities is investigated for different carrier scattering models. When the bandwidth is zero, the transport distribution function (TDF) is finite, not infinite as previously speculated by Mahan and Sofo [Proc. Natl. Acad. Sci. U.S.A. 93, 7436 (1996)], even though the carrier density of states goes to infinity. Such a finite TDF results in a zero electrical conductivity and thus a zero ZT. We point out that the optimal ZT cannot be found in an extremely narrow conduction band. The existence of an optimal bandwidth for a maximal ZT depends strongly on the scattering models and the dimensionality of the material. A nonzero optimal bandwidth for maximizing ZT also depends on the lattice thermal conductivity. A larger maximum ZT can be obtained for materials with a smaller lattice thermal conductivity.