Recently, conducting polymers have been widely used in thermoelectric (TE) technology, owing to their bendability, easy processability, their low intrinsic thermal conductivity and their distinct TE functions. Thus, in this respect, a new TE system based on Poly(3,4-ethylene-dioxythiophene):Poly(styrenesulphonate) and Zinc peroxide nano-particles (PEDOT:PSS/ZnO2) has been constructed for TE purposes. The impact of ZnO2 content on the anisotropic (in plane//and through plane ⊥) TE functions has been investigated at 300 K. At ZnO2 = 60 wt%, PEDOT:PSS/ZnO2 system owns an optimal σ//∼1348.33 ± 27.5 S/m and σ⊥∼791.68 ± 30.9 S/m higher than σ//∼870.16 ± 26.5 S/m and σ⊥∼512.59 ± 12.58 S/m of PEDOT:PSS thanks to the great surface area, high dispersion, high electronegativity nature of ZnO2, besides, the strong interactions between ZnO2 and PEDOT:PSS, and the increase in the carrier mobility. The PEDOT:PSS/ZnO2 system owns an optimal S// ∼31.63 ± 0.35 μV/K and S⊥∼25.76 ± 0.20 μV/K at ZnO2 = 60 wt% higher than S// ∼15.5 ± 0.5 μV/K and S⊥∼10.66 ± 0.37 μV/K for PEDOT:PSS thanks to the decrease in the carrier concentration. The PEDOT:PSS/ZnO2 system owns an optimal PF//∼1.34 ± 0.04 μW/mK2 and PF⊥∼0.52 ± 0.04 μW/mK2 at ZnO2 = 60 wt% higher than PF//∼0.20 ± 0.04 μW/mK2 and PF⊥∼0.05 ± 0.01 μW/mK2 for PEDOT:PSS owing to the energy filtering effects at the interfaces and the increase in the carrier mobilities. Accordingly, the obtained zT// ∼4.26 ± 0.2 × 10─4 and zT⊥ ∼2.72 ± 0.1 × 10─4 have been achieved at 300 K for ZnO2 = 60 wt%. The system displays a high environmental (humid and air) stability. Finally, the suggested system which is based on PEDOT:PSS and peroxide metals shows promising TE functions for many applications such as electronic, temperature sensing and wearable technology.