Polycrystalline samples of the filled skutterudites EuFe₄Sb₁₂ and YbFe₄Sb₁₂ were prepared by direct melting and hot pressing. The samples were characterized using x-ray powder diffraction and differential thermal analysis. It was found that both compounds melt incongruently at peritectic temperatures of 1023±5 K for EuFe₄Sb₁₂ and 975±5 K for YbFe₄Sb₁₂. At room temperature these materials possess a positive Seebeck coefficient of 65-67 µV K^-1 and high carrier concentration in the range 5.6×10²¹-3.6×10²¹ cm^-3. The electrical transport properties were measured over the temperature range 100-860 K. For both compounds the electrical resistivity and Seebeck coefficient gradually increase with increasing temperature and for YbFe₄Sb₁₂ exhibit a maximum at 760-800 K. The estimated ZT value of YbFe₄Sb₁₂ is 0.4 at 670 K.