Understanding transport in Zintl compounds is important due to their unusual chemistry, structural complexity, and potential for good thermoelectric performance. Resistivity measurements indicate that undoped Ca5Al2Sb6 is a charge-balanced semiconductor with a bandgap of 0.5 eV, consistent with Zintl-Klemm charge counting rules. Substituting divalent calcium with monovalent sodium leads to the formation of free holes, and a transition from insulating to metallic electronic behavior is observed. Seebeck measurements yield a hole mass of similar to 2m(e), consistent with a structure containing both ionic and covalent bonding. The structural complexity of Zintl compounds is implicated in their unusually low thermal conductivity values. Indeed, Ca5Al2Sb6 possesses an extremely low lattice thermal conductivity (0.6 W mK(-1) at 850 K), which approaches the minimum thermal conductivity limit at high temperature. A single parabolic band model is developed and predicts that Ca4.75Na0.25Al2Sb6 possesses a near-optimal carrier concentration for thermoelectric power generation. A maximum zT > 0.6 is obtained at 1000 K. Beyond thermoelectric applications, the semiconductor Ca5Al2Sb6 possesses a 1D covalent structure which should be amenable to interesting magnetic interactions when appropriately doped.