ZnO is considered as a promising oxide thermoelecreic material based on its excellent electrical properties, however, its thermoelectric properties is hard to improve limited by its high thermal conductivity. In this paper, Al doped ZnO powders were fabricated by co-precipitation, and then coated with different quantity TiO₂, forming Zn_0.98Al_0.02O@TiO₂ core-shell heterogeneous structure, at last sintered to ceramics by SPS. The electrical and thermal properties both were optimized with TiO₂ coating. The power factor of 15 wt% TiO₂ coated sample was improved about 10% than that of the uncoated sample at 1023 K, and the thermal conductivity of 15 wt% TiO₂ coated sample was depressed about 30% than that of the uncoated sample. As a result, the maximum ZT value was enhanced about 43% from 0.030 of the uncoated sample to 0.043 of 15 wt% TiO₂ coated sample at 1023 K, which shows that Zn_0.98Al_0.02O@TiO₂ core-shell heterogeneous structure is an effective approach to enhance the thermoelectric properties of ZnO.