Polycrystalline CoSb3 films were grown on a variety of electrically insulating substrates by pulsed laser ablation from a stoichiometric hot-pressed target. These films are fully crystallized in the skutterudite structure, and the grains exhibit a strongly preferred alignment of the cubic [310]-axis perpendicular to the substrate surface. The film quality is studied for different single-crystal substrates and as a function of growth temperature and background gas. Hall measurements show that the films are p-type semiconducting with a room-temperature carrier density of 3x10(20) holes/cm(3). The Hall mobility is found to be 50 to 60 cm(2)/Vs, which is high for such a heavily-doped material. The Seebeck coefficient and the resistivity are measured as a function of temperature and are compared to bulk measurements.