PbSe has attracted significant attention as a medium-temperature thermoelectric (TE) material due to its abundance and low cost. This study demonstrate that in the novel thermoelectric system of AlxPb0.9975Sb0.0025Se samples (x = 0, 0.005, 0.01, 0.02, and 0.03), the electronic conductivity of pure PbSe was enhanced by Sb doping. Introducing a small amount of Al to occupy the Pb vacancies not only increases the Hall carrier concentration in PbSe, but also resulting in an increase in Seebeck coefficient (S). At 873 K, the power factor (PF) of the sample with x = 0.02 increases to 16 μW cm−1 K−2. In addition, the total thermal conductivity did not increase significantly, so the thermoelectric performance was effectively improved, a maximum figure of merit (ZT) of 1.8 is achieved at 873 K, along with a high average ZT (ZTavg) of approximately 1 over the temperature range of 300–873 K.