We reported general methods for studying the thermoelectric properties of a polymer film in both the in-plane and through-plane directions. The bench-mark PEDOT/PSS films have highly anisotropic carrier transport properties and thermal conductivity. The anisotropic carrier transport properties can be explained by the lamellar structure of the PEDOT/PSS films where the PEDOT nanocrystals could be isolated by the insulating PSS in the through-plane direction. The anisotropic thermal conductivity was mainly attributed to the lattice contribution from PSS because the polymer chain is oriented along the substrate.