Cement based thermoelectric materials have attracted great interest due to their fascinating prospects for harvesting, storing and further converting the absorbed ambient energy into electrical energy. In this paper, nano Fe2O3/carbon fiber (CF)/cement-based composites were fabricated by introduced nano Fe2O3, CFs and polyoxyethylene nonyl phenyl ether (TX10) into cement matrix. The thermoelectric and the mechanical properties, and the surface structures were investigated as well. The results show TX10 promoted dispersion for both of CF and nano Fe2O3 particles in the cement. The nano Fe2O3/CF/cement-based composites incorporated with 0.6 (wt.) % TX10 revealed not only better thermoelectric effects, but also denser structure, higher mechanical strengths and smaller surface area than the composites with other adding levels of TX10. We report the maximum Seebeck coefficient of 1.1234 mV∙K-1 and the highest thermoelectric figure of merit (ZT) of 8.51 × 10−5 (85 °C) in this work. The enhanced thermoelectric properties of the nano Fe2O3/CF/cement-based composites are appealing for potential application in energy harvesting and storing, and thus alleviating the urban heat island (UHI) effect.