Thermoelectric materials transform a thermal gradient into electricity. The efficiency of this process relies on three material-dependent parameters:the Seebeck coefficient, the electrical resistivity and the thermal conductivity, summarized in the thermoelectric figure of merit. A large figure of merit is beneficial for potential applications such as thermoelectric generators. Here we report the thermal and electronic properties of thin-film Heusler alloys based on Fe2V0.8W0.2Al prepared by magnetron sputtering. Density functional theory calculations suggest that the thin films are metastable states, and measurements oft he power factor-the ratio of the Seebeck coefficient squared divided by the electrical resistivity-suggest a high intrinsic figure of merit for these thin films. This may arise from a large differential density of states at the Fermi level and a Weyl-like electron dispersion close to the Fermi level, which indicates a high mobility of charge carriers owing to linear crossing in the electronic bands.