Comparing to n-type filled skutterudite, p-type one owns poorer mechanical propertities, which becomes the weak link of integration and the design of skutterudite based thermoelectric devices. By utilizing outstanding wettability and hydrophily of graphene oxide (GO), network wrapping and homogeneous dispersion of GO were realized in Ce0.85Fe3CoSb12 matrix particles via liquid dispersion. Spark plasma sintering was adopted to realize coherent densification and in-situ reduction of GO to rGO. Thus a 2-5 nm thick three dimensional reduced graphene oxide (rGO) wrapping structure in Ce.85Fe3CoSb12/rGO nanocomposite was obtained, which would enhance the flexural strength and toughness by additional crack-expanding work with bridging effect. Comparing to the pure Ce(0.85)Fe(3)CoSb(12)material, flexural strength and toughness of Ce.85Fe3CoSb12/rGO nanocomposite with 2.8vol% rGO were enhanced by up to 40% and 33%, respectively. Reinforcing and toughening effects were weakened when rGO content farther increased, due to the thickened rGO layers in the matrix grain boundaries.