The chemical exfoliation of SnSe_0.97Te_0.03 nanosheets is performed via a solid-state reaction, ball-milling, lithium intercalation, and a hydrothermal exfoliation reaction from atomic materials, and the potential of flexible thermoelectric composite films for practical applications is demonstrated. The exfoliated SnSe_0.97Te_0.03 nanosheets are very thin, ∼300 nm in lateral size, and coated with nanosize poly(3,4-ethylenedioxythiophene) (PEDOT), which exhibits great affinity to the PEDOT:PSS matrix compared with the SnSe_0.97Te_0.03 nanosheets without PEDOT coating. The enhanced thermoelectric performance can be explained by the fact that the PEDOT nano-coating on the surface of the SnSe_0.97Te_0.03 nanosheets contributes to the excellent distribution of the SnSe_0.97Te_0.03 nanosheets in the composite system. The thermoelectric performance is also enhanced with the increase of the PEDOT-coated SnSe_0.97Te_0.03 nanosheets, and a PEDOT-coated SnSe_0.97Te_0.03 nanosheet/PEDOT:PSS composite with 20 wt% of PEDOT-coated SnSe_0.97Te_0.03 nanosheets exhibits a maximum figure of merit (ZT) of 0.18, which is ∼61% higher than that of the composite sample without the PEDOT coating process. The results provide a promising strategy for inorganic/organic composite-based efficient thermoelectrics.