The disclosure relates to a p-type skutterudite material and a method of making the same, comprising providing a p-type skutterudite material having a general formula: IyFe4-xMxSb12/z(J) wherein I represents one or more filling atoms in a skutterudite phase, the total filling amount y satisfying 0.01≦y≦1; M represents one or more dopant atoms with the doping amount x satisfying 0≦x≦4; J represents one or more second phases with the molar ratio z satisfying 0≦z≦0.5; wherein second phase precipitates are dispersed throughout the skutterudite phase.