Thermoelectric materials and methods of making thermoelectric materials having a nanometer mean grain size less than 1 micron. The method includes combining and arc melting constituent elements of the thermoelectric material to form a liquid alloy of the thermoelectric material and casting the liquid alloy of the thermoelectric material to form a solid casting of the thermoelectric material. The method also includes ball milling the solid casting of the thermoelectric material into nanometer mean size particles and sintering the nanometer size particles to form the thermoelectric material having nanometer scale mean grain size.