In this work, Ag doped CoSb3 thin films were grown directly on the heated substrate by the simple and effective magnetron sputtering process. The micro-structure and thermoelectric properties of the doped thin films are found to strongly depend on the Ag doping content. High-resolution transmission electron microscope image and corresponding selected-area electron diffraction pattern confirm that the doped thin film has single CoSb3 crystal structure with well-crystallized. The high crystal quality of the doped thin film will lead to good thermoelectric properties. As expected, both the electrical conductivity and Seebeck coefficient are greatly enhanced after Ag doping, resulting in the enhancement of power factor, suggesting that the proposed strategy can be applied to prepare high-performance thermoelectric thin films.