The laws of thermal-stimulated formation of the phase composition and structure of films on the basis of scutterudite CoSbz - as a promising material for power supply of low-power electronic devices and for creating refrigerators in the element base of nanoscale range for computer equipment and infra-red sensors - are considered. The regularities of substrate temperature influence and physical and technological parameters of heat treatment on the phase composition, structure and thermoelectric properties of Co-Sb films are presented. A view on the mechanisms of nanoscale factor influence on the thermoelectric efficiency of Co-Sb films has been developed due to the increased structural defectiveness caused by appearance of pores, decreased grain size upon heat treatment and the increased extent of grain boundaries as a result of thermally activated processes of diffusion phase formation and partial sublimation of antimony atoms. The monograph may be useful for scientists working in the field of solid state physics and physical materials science, as well as for students, postgraduates and applicants for scientific degrees in various fields of materials science.