Thermal conductivity and other thermoelectric properties were investigated on β-Zn4Sb3 and CoSb3 thin films. They are prepared by co-deposition of the specific sets of Zn, Sb and Co targets by RF magnetron sputtering. Thermal conductivity measurement was performed based on an AC calorimetry method using LaserPIT. The Zn4Sb3 thin films investigated are Zn-rich with respect to the stoichiometric composition. Their thermal conductivity decrement is proportional to the reciprocal film thickness. A nano-scale grain size in a ∼350 nm-thick film specimen gives arise to an almost 50% reduction in its thermal conductivity (∼0.5W/mK) at room temperature. Low electrical resistivity and high Seebeck coefficient can be achieved simultaneously in the film specimen with properly controlled thickness and microstructure. A ZT of 1.2 at ∼460K has been obtained for the ∼350nm thick Zn4Sb3 film specimen. The minimum thermal conductivity of about 1.1 W/mK was obtained in a ∼325 nm-thick CoSb3 film specimen at room temperature.