A P-type Mg3Sb2-based Zintl phase compound has been considered a promising candidate for thermoelectric applications. Alloying, which introduces a high concentration of point defects, is particularly effective in scattering phonons and reducing lattice thermal conductivity. Herein, alloying in p-type Mg2.995Na0.005Sb2 via the introduction of elements like Yb, Eu, Ca, and Ba was realized, and the room-temperature lattice thermal conductivity has been effectively reduced to ∼1.1 W m-1 K-1. To further intensify the phonon scattering, two groups of elements (Eu and Cd, and Yb and Cd) were chosen for heavy alloying at the Mg site, and the lattice thermal conductivity of Mg1.49Eu0.5Cd1Na0.01Sb2 was further reduced to ∼0.45 W m-1 K-1. Eventually, a peak zT as high as ∼1.0 was achieved at 773 K, and the compound outperforms the previously reported p-type Mg3Sb2 compounds.