Using dispersed nanostructures to induce an energy filtering effect is an easy and effective mechanism to optimize the performance of bulk thermoelectric materials. Compared with other nanostructures, core-shell nanostructures possess more interfaces and multiple potential barriers, which would lead to a significant impact on the thermal and electrical properties of materials. In this paper, after BiCuSeO alloy doping into SnTe, SnO2 layers were formed at the interfaces and the BiCuSeO nanoparticles were wrapped in the SnO2 shell during the following high temperature solid state reaction. The formation of SnO2 layers could be observed and confirmed by X-ray diffraction (XRD) and scanning electron microscopy (SEM). BiCuSeO@SnO2 core-shell nanostructures can introduce multiple potential barriers to enhance the energy filtering effect. Once the BiCuSeO doping concentration was over 3%, the carrier concentration could decrease to about 10% while the mobility increases to 350% compared to the values of the undoped sample at room temperature. Meanwhile, the Seebeck coefficients were improved to 176.05 μV K-1 at 835 K. Additionally, due to the scattering of core-shell nanostructures for the phonons, a lower thermal conductivity is achieved with a value of 1.04 W m-1 K-1 at 835 K in Sn1.03Te-5% BiCuSeO. Combined with the improvement of thermal and electrical properties by the BiCuSeO@SnO2 core-shell, a high ZT value of ∼1.21 was achieved for Sn1.03Te-5% BiCuSeO at 835 K, which was enhanced by 190% compared to pristine SnTe.