Filled skutterudites with various compositions have been studied extensively since they were reported being promising thermoelectric materials. A lot of the studies so far have focused on both synthesizing new filled skutterudites, and on revealing the influence of the filler atoms and their filling fractions on the thermoelectric transport properties. It was found that the maximum filling fraction for a given skutterudite system is greatly influenced by the ionic radius and the valence of the filler atoms in the skutterudite crystal structure. As for the multi-filling approach, the thermodynamic stability of the filled skutterudite structure depends strongly on the difference of the chemical and physical behavior between the co-filling atoms. The present paper will review the synthesis of filled skutterudites with special emphasis on the relation between their thermodynamic stability and the properties of the filler atoms. The influences of filling fraction, filler atoms and multi-filling on the thermoelectric transport will be also discussed.