Thermoelectric materials can realize significant energy savings by generating electricity from untapped waste heat; however, the coupling of the thermoelectric parameters unfortunately limits their efficiency and practical applications. Herein, rational all-oxide TiC1-xOx@TiOy-TiO2 (x<1, 1<y<2) heterostructures with significantly enhanced thermoelectric properties have been designed, and a high dimensionless figure of merit (ZT) value of up to 0.84 at 973 K was achieved in the all-oxide TiC0.1O0.9@TiOy-TiO2 heterostructures, which is one of the highest values in n-type oxide bulk thermoelectric materials to date. The TiC1-xOx@TiOy heterostructures, which include a thin film of approximately 5-10 nm on the surface of TiC1-xOx compounds prepared by a facile anodization process, exhibit an obvious improvement of the thermoelectric power factor. Furthermore, an excellent dimensionless figure of merit value was obtained in the TiC1-xOx@TiOy-TiO2 heterostructures prepared by the anodization process assisted by the sol-gel chemical route, which can be attributed to the decrease in the carrier concentration via the carrier double-barrier filtering effect. This work develops a facile strategy for synthesizing core-shell heterostructures and demonstrates their superior ability to optimize thermoelectric energy harvesting.