The high Seebeck coefficient (S) of inorganic semiconductors is expected to compensate for the low S of single-walled carbon nanotubes (SWCNT) with high electrical conductivity (σ). In this work, nano-Fe modified MoO3 (Fe@MoO₃) has been synthesized by hydrothermal method. Then, high-S Fe@MoO₃ has been integrated with high-σ SWCNT for enhancing thermoelectric performance. The prepared Fe@MoO3/SWCNT exhibits an optimal power factor of 339.9 ± 16.7 μW m^-1 K^-2 with enhanced σ of 1125.7 ± 64.2 S cm^-1 and the S of 55.0 μV K^-1, which is approximately three times that of the original SWCNT. The performance improvement is attributed to the nano-Fe in Fe@MoO3, which tailors the internal electric field of MoO3 and compensates for electron capture from SWCNT through carrier mobility regulation, thereby effectively optimizing both σ and S. Furthermore, a thermoelectric module consisting of six pairs of p-type legs and copper wires is assembled, which demonstrates an optimal normalized power density of 2.42 μW cm^-2 K^-1. For application demonstration, a temperature alarm device is built based on the thermoelectric module, which can be set to trigger alarms at different temperatures from 0 °C to 200 °C with a sensitivity of ±1 °C. Therefore, this work provides new insights into the preparation of SWCNT composites with enhanced thermoelectric performance.