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ZnO is a promising high‐temperature thermoelectric (TE) material due to its superior stability and earth abundance. However, the coupling relation between Seebeck coefficient and electrical conductivity on carrier concentration limits the optimum TE performance for most TE materials, especially ZnO. Herein, enhancement of TE performance is achieved via a stepwise optimization strategy composed of carrier concentration optimization and carrier filtering effect for fabricating robust ZnO‐based composite ceramics through a self‐developed specific high‐pressure synthesis followed by spark plasma sintering. Specifically, doping SnO2 provide substantial electrons to surge the carrier concentration. The subsequent compositing Si3N4 nanoparticles results in the unique reaction‐generated Zn2SiO4 nanoprecipitates with a larger bandgap and intrinsically low thermal conductivity, which introduce an excellent carrier filtering effect to increase the Seebeck coefficient by 57.7% at 300 K without compromising electrical conductivity much and enhance phonon scattering to cause an ultralow lattice thermal conductivity of 1.39 W m−1 K−1 achieving amorphous limits of ZnO (1.4±0.1 W m−1 K−1). Consequently, a high peak ZT (figure of merit) of 0.691 at 873 K is obtained, which is higher than that of previously reported ZnO‐based TE materials. This work demonstrates a feasible and effective strategy to fabricate high‐performance TE materials, especially those with inferior electrical conductivity. [ABSTRACT FROM AUTHOR]