Here, a typical microwave hydrothermal-assisted synthesis method is utilized to fabricate Co/Sn co-doped Cu3SbSe4 materials. Experimental results demonstrate that the formation of a nanoscale Co9Se8 phase occurs when the solid solubility of Co is exceeded. This phase effectively enhances phonon scattering at the grain boundary's high-density dislocation region, leading to a significant reduction in lattice thermal conductivity. Simultaneously, the interface between Co9Se8 and Cu3SbSe4 exhibits an energy filtering effect, resulting in an improved Seebeck coefficient. The maximum zT value of 0.62 is achieved in the Cu3Sb0.96Co0.04Se4 sample. To further regulate the carrier concentration, Sn atoms are introduced, leading to peak power factor and zT values of 865.98 μW·m−1·K−2 and 0.72, respectively. The incorporation of Co and Sn doping contributes to the enhancement of mechanical properties by reinforcing covalent bonds. Mechanical property testing of the materials indicates an improvement in mechanical performance upon doping with Co and Sn. This study provides valuable insights into the in-situ introduction of a second phase through element doping, thereby enhancing the comprehensive thermoelectric properties of Cu3SbSe4-based materials. Moreover, it establishes an experimental foundation for subsequent investigations into the materials' mechanical properties.