Zr0.5Hf0.5Ni0.8Pd0.2Sn0.99Sb0.01 composites with various concentrations of WO3 inclusions were synthesized by mechanical alloying using high energy shaker mill. High density hot pressed pellets of the synthesized materials were characterized using powder X-ray diffraction and transmission electron microscopy and their thermoelectric properties were investigated in the temperature range from 300 to 750 K. The electrical conductivity of the composites at 300 K decreases from 2500 S/cm for 0 wt.% WO3 alloy to 2200 S/cm for the composite with 2 wt.% WO3 inclusion. The electrical conductivity of composites containing 5 wt.% and 10 wt.% WO3 inclusions showed sharp increases with increasing WO3 content. The electrical conductivity of the composites monotonically decreases with rising temperature. All samples showed n-type semiconducting behavior and the thermopower values decrease with increasing WO3 content. The lattice thermal conductivity of the composites increases with increasing WO3 content. However, these values are about 30% lower than that of Zr0.5Hf0.5Ni0.8Pd0.2Sn0.99Sb0.01 alloy prepared by high temperature solid-state techniques. The synthesized composites showed lower figure of merit than the half-Heusler matrix due to large reduction in the thermopower values with increasing WO3 content.