Cu doped ZnSb based thin films were deposited by direct current magnetron co-sputtering. X-ray diffraction results show that the un-doped thin film reveals a single ZnSb phase and it transforms to Zn₄Sb₃ phase after Cu doped. The material with Zn₄Sb₃ phase which belongs to R-3c space group crystal will lead to lower thermal conductivity. The Hall effect measurement shows that the samples are P-type semiconductors. The electrical conductivity increasers after Cu doped due to the increase of carrier concentration and the improvement in crystallinity. Though the Seebeck coefficient decreases after Cu doped, the ZT value increases from 0.11 to 0.43 with higher electrical conductivity and lower thermal conductivity at room-temperature. The temperature-dependent of ZT value is estimated to be ∼1.35 for the thin film with Zn₄Sb₃ phase by using the bulk lattice thermal conductivity together with the thin film electrical thermal conductivity.