Carbon nanotubes (CNTs) has drawn extensive attention for flexible thermoelectric (TE) applications due to its unique electronic properties, mechanical robustness, and lightweight, however, its low figure of merit (ZT) greatly limits its practical use in device application. In this study, we tuned the carrier concentration of pre-formed CNT yarns by a practical vapor-phase doping process under atmospheric pressure to circumvent the limitations of solution-phase doping such as invasiveness to the pre-formed chemical structures in the CNT yarns. 7,7,8,8-tetracyanoquinodimethane (TCNQ) and 2,3,5,6-tetrafluoro-tetracyanoquinodimethane (F4TCNQ), were adopted as p-type dopants. Charge transfer between the dopant molecules and CNT yarns enhanced their electrical conductivity, and the ZT, which is in the range of 10−2–10−3, improved by 1.5 and 1.6-fold compared to a pristine yarn by the TCNQ- and F4TCNQ-doping, respectively.