We report thermoelectric properties of high-pressure phases SbxM4Sb12-x (M = Co and Rh) prepared by a self-insertion reaction from binary skutterudite compounds MSb3 under high pressure and high temperature. Electrical resistivity, Seebeck coefficient, and thermal conductivity were measured in the temperature range of 2–300 K. The lattice thermal conductivities of SbxM4Sb12-x showed a significant reduction. The minimum value is 1.32Wm−1K−1 (77% reduction compare to RhSb3) at 300 K for SbxRh4Sb12-x. The value is close to that of a triple filled skutterudite (Ba,La,Yb)xCo4Sb12 and is the smallest among the RhSb3 based single filled skutterudite.