In this work, polyaniline (PANI) is coated on single-walled carbon nanotubes (SWCNT) via electrochemical polymerization method to fabricate PANI/SWCNT bilayer films with enhanced thermoelectric properties. Effects of deposition time and voltage, and acid types and concentrations on the thermoelectric properties of the films are studied. The results showed that PANI layer was effectively coated on the surface of SWCNT layer by electrochemical polymerization method. In addition, carrier transport and the electrical conductivity (σ) of the PANI/SWCNT bilayer film was improved due to interfacial π-π interaction between PANI and SWCNT, and the Seebeck coefficient (S) was increased due to the energy filtering effect at the interface of PANI/SWCNT. The maximum PF of PANI/SWCNT at room temperature was 155.3±7.2 μW m^-1 K^-2 with the σ of 654.9±41.8 S cm^-1 and the S of 48.7±0.5 μV K^-1 when the deposition voltage and time were 1.0 V and 240.0 s using 0.5 M HCl, respectively. Finally, a self-powered thermoelectric device composed of five pairs of p-n junctions was prepared with PANI/SWCNT (1 V, 240 s) as the p-type legs and copper adhesives as the n-type legs, and the maximum output power was 0.27 μW at a temperature difference of 50 K. Therefore, this demonstrates that electrochemical polymerization is a feasible and effective way of fabricating conductive polymers/carbon nanotubes bilayer films with enhanced thermoelectric properties, which have potential application in powering wearable electronics.