The thermoelectric properties of Sr0.61Ba0.39Nb2O6 ceramics, doped with different contents of fluorine at the oxygen sites, were investigated in the temperature range of 323 to 1073 K. The electrical resistivity is reduced significantly after fluorine doping. However, the magnitudes of electrical resistivity, Seebeck coefficient (S), and slope of S at high temperatures (dS/dT) vary non-monotonically with increasing doping contents, indicating that doped fluorine ions not only act as electron donors, but also influence band structure. The lattice thermal conductivity decreases when fluorine ions are slightly doped, and increases with increasing fluorine content because of the increasing average grain size. The thermoelectric performance is enhanced by slight fluorine doping due to the increase of the power factor and the reduction of thermal conductivity. The thermoelectric figure of merit reaches maximum value (0.21 at 1073 K) in the Sr0.61Ba0.39Nb2O5.95F0.05 sample.