The relevance between the fine structure and transport performance of thermoelectric materials can be revealed by X-ray spectroscopy including X-ray absorption and emission spectra as an effective tool. In this paper, the experimental spectra of extended X-ray absorption fine structure (EXAFS), X-ray absorption near-edge structure (XANES), and valence-band X-ray photoelectron spectroscopy (XPS) of Ba and In double-filled skutterudites (BaxInyCo4Sb12) were analyzed via the first-principles calculation and spectrum simulation. The atomic-scale fine structures indicate that the rectangle Sb4 rings become square when the total filing fraction of Ba and In increases. The transition of Sb4 rings leads to the band convergence and density of states (DOS) increase of the SbSb ppσ bonding and ppπ∗ antibonding states. The enhanced TE performance of BaxInyCo4Sb12 is essentially attributed to the band convergence, the increased DOS near the Fermi level, and the resonant phonon scattering of Ba and In fillers.