Polymer thermoelectric composites have received significant attention in recent years. To achieve high thermoelectric performance is one main aim, especially when being compared with their inorganic counterparts. Here, we report high-performance thermoelectric composites based on single-walled carbon nanotube (SWCNT) and polypyrrole (PPy), which are prepared by dynamic 3-phase interfacial electropolymerization and subsequent physical mixing. We found that both SWCNT content and chemical doping of SWCNT dramatically affected the composite thermoelectric performance. The maximum power factor at room temperature of the PPy composite reaches as high as 240.3 ± 5.0 μW m⁻¹ K⁻², which may be the highest value for PPy and its composites reported so far. The present study demonstrates that the dynamic 3-phase interfacial electropolymerization combining SWCNT chemical doping is effective to fabricate high-performance polymer thermoelectric composites.