P-type CaxFe1.3Co2.7Sb12 skutterudites were successfully synthesized with a high pressure synthesis method followed by spark plasma sintering. The structure, composition and thermoelectric properties were investigated. With fixed Fe substitution level, the hole concentration was tuned with Ca filling. Compared with the unfilled Co3.25Fe0.73Sb12, Ca-filled samples possessed a relatively large effective mass, which is beneficial for enhancements in Seebeck coefficient and power factor. Moreover, the joint impurity and rattling mode scattering further suppressed the lattice thermal conductivity. Consequently, the Ca0.6Fe1.3Co2.7Sb12 sample showed the optimal ZT of 0.70 at 820 K. Composition analysis and simple electron counting suggested 0.77 hole per molecular formula for this sample, close to the value (about 0.7) we proposed for optimal filling and substitution contents in Co-rich p-type skutterudites.