p-type skutterudites NdxFe3CoSb12 with x equaling 0.8, 0.85, 0.9, 0.95, 1.0 have been synthesized by solid state reaction followed by spark plasma sintering. The influence of Nd filling on electrical and thermal transport properties has been investigated in the Nd-filled skutterudite compounds in the temperature range from room temperature to 800 K. It was found that the Seebeck coefficient is drastically enhanced via filling Nd in p-Type skutterudites as well as the corresponding power factor although electrical conductivity is reduced. In addition, a large reduction in thermal conductivity is achieved by Nd fillers through rattling effect along with the in-situ nanostructured precipitate through scattering phonons with much wider frequency. These concomitant effects result in an enhanced thermoelectric performance with the dimensionless figure of merit ZT. These observations demonstrate an exciting scientific opportunity to raise the figure-of-merit of p-type skutterudites.