The new Bi-based zintl compounds Ca1-xYbxMg2Biy and the popular Sb-based zintl compounds Ca1-xYb.Zn2Sb2 with the structure of CaAhSb have been successfully prepared by mechanical alloying followed by hot pressing. The conventional melting method took long time and introduced the impurities for both kinds of compounds. By using the mechanical alloying method, we achieve pure phase compounds with much higher thermoelectric properties than those by melting method. The highest figure of merit of "'l.O is observed in Cao.sYbo.sMg2Bb, and "'0.8 for the unsubstituted CaMg2Bb and YbMg2Bb, nearly 100% higher than the best ZT reported by melting method. And the highest figure of merit of 0.87 is observed in Cao.2sYbo.1sZn2Sb2, 55% enhancement than the reported work. We found that the electrical conductivity, Seebeck coefficient, carrier concentration, and thermal conductivity can be adjusted by changing the Yb concentration. For the new Bi-based zintl compounds Ca1-xYbxMg2Bb, a small amount of free Bi was found in all the samples except YbMg2Bb. By reducing the initial Bi concentration, we succeeded in obtaining phase pure samples in all compositions, which resulted in a much better thermoelectric performance, especially much higher (ZT)eng and a conversion efficiency near 11 %. Such a high efficiency makes this material competitive with half-Heuslers and skutterudites.