We present a systematic study of the characterization and thermoelectric properties of nanostructured Na-doped PbSe embedded with 1-4% MSe (M = Ca, Sr, Ba) phases as endotaxial inclusions. The samples were powder-processed by the spark plasma sintering technique, which introduces mesoscale-structured grains. The hierarchical architectures on the atomic scale (Na and M solid solution), nanoscale (MSe nanoprecipitates), and mesoscale (grains) were confirmed by transmission electron microscopy. These structures produce a great reduction in the lattice thermal conductivity relative to pristine PbSe without appreciably affecting the power factor. The lattice thermal conductivity can be reduced by up to similar to 29% when the second phase is added. The highest ZT value achieved was similar to 1.3 at 923 K for both 2% SrSe-and 3% BaSe-containing samples, while the sample containing 4% CaSe showed a ZT value of similar to 1.2 at 923 K. The optimal samples have hole carrier concentration of 1-2 x 10(20) cm(-3). We attribute the high ZT values to the combination of broad-based phonon scattering on multiple length scales and favorable charge transport through coherent interfaces between the PbSe matrix and MSe.