The electronegative filling in skutterudites not only broadened the scope of filling atoms, but also facilitated the preparation of p-type skutterudites. However, the introduction of a single sulfur atom in the Co4Sb12 cannot be achieved without charge compensation through the traditional equilibrium method. In the present study, the dual occupations of S-atoms by self-charge compensation were shown as the most stable forms under high pressure, and a series of p-type SyCo4Sb12−2yS2y skutterudites was successfully prepared by high-pressure-high-temperature (HPHT) method. The electronic structures and transport properties of as-obtained materials were investigated, and the related mechanisms were explored. The results suggested that the presence of S-impurities led to flattening of the electronic band that led to a higher Seebeck coefficient. The S-doped Co4Sb12 displayed lower elastic modulus, elastic constant, and Debye temperature, thus indicating the chemical bond softening in skutterudites. The thermal conductivities of SyCo4Sb12−2yS2y compounds reduced monotonously with the increase in S-content. This study provides a new and promising avenue for optimizing the thermoelectric properties of p-type Co4Sb12.