Thermoelectric materials are semiconductor materials that can generate an electric current from a thermal gradient. To be used in a device, the thermoelectric material must be able to withstand the applied thermal and mechanical forces without failure. The powder processing, microstructure, elastic moduli, thermal expansion and hardness properties were measured for three thermoelectric skutterudite materials, two n-type skutterudite materials of composition Co_0.95Pd_0.05Te_0.05Sb ₃ either with or without doping with 0.1 atomic % cerium, and a p-type skutterudite of composition Ce_0.9Fe_3.5Co_0.05Sb ₁₂. The ball milling portion of powder processing was most efficiently accomplished in one step with ethanol, producing a powder that was hot pressed into billets with an average grain size of less than 2 μm. Elastic moduli were determined for all billets, with Young's modulus approximately 135 GPa for n-type, and 129 GPa for p-type, varying according to porosity and composition. Moduli decreased linearly with temperature until 523 K to 623 K, above which a viscoelastic region began and moduli decreased more rapidly. The bulk coefficient of thermal expansion (CTE) was 10.0 x 10⁻⁶ K⁻¹ for non-cerium doped n-type, 11.2 x 10⁻⁶ K ⁻¹ for cerium doped n-type, and 13.0 x 10⁻⁶ K⁻¹ for p-type. The p-type material had a lattice parameter of 9.1241 Å at 303 K. The CTE value determined by x-ray diffraction was the same as the CTE measured from the bulk specimen. A new phase appeared in X-ray diffraction of the p-type material at 603 K and remains stable after cooling.