The thermoelectric properties, at temperatures from 30 °C to 100 °C, of melt-processed poly(ether ether ketone) (PEEK) composites prepared with 10 wt.% of carbon nanofibers (CNFs) are discussed in this work. At 30 °C, the PEEK/CNF composites show an electrical conductivity (σ) of ~27 S m−1 and a Seebeck coefficient (S) of −3.4 μV K−1, which means that their majority charge carriers are electrons. The origin of this negative Seebeck is deduced because of the impurities present in the as-received CNFs, which may cause sharply varying and localized states at approximately 0.086 eV above the Fermi energy level (EF) of CNFs. Moreover, the lower S, in absolute value, found in PEEK/CNF composites, when compared with the S of as-received CNFs (−5.3 μV K−1), is attributed to a slight electron withdrawing from the external layers of CNFs by the PEEK matrix. At temperatures from 30 °C to 100 °C, the σ (T) of PEEK/CNF composites, in contrast to the σ (T) of as-received CNFs, shows a negative temperature effect, understood through the 3D variable-range hopping (VRH) model, as a thermally activated hopping mechanism across a random network of potential wells. Moreover, their nonlinear S (T) follows the same behavior reported before for polypropylene composites melt-processed with similar CNFs at the same interval of temperatures.