For thermoelectrics it is important to produce thermodynamically stable bulk nanostructured materials. Ball milling/hot pressing was shown to reduce the crystallite size by a factor of 100 and to reach about 100 nm with dislocation densities of 1012 – 1013m-2. Thereby thermoelectric properties of single, double and multifilled Sb-based skutterudites were improved significantly leading to figures of merit ZT, which in some cases are twice as high as those of their microstructured counterparts. With HPT treatment the crystallite size can be decreased to even 50 nm with dislocation densities as high as 1015m-2. The small grains as well as the high dislocation density result in a further lowering of thermal conductivity holding a high potential for future enhancement of ZT.