Tailoring nanostructures is nowadays a common approach for enhancing the performance of thermoelectric Heusler compounds by decreasing the thermal conductivity without significantly affecting the electrical conductivity. However, the most widely reported method for obtaining nanostructured thermoelectrics, an approach based on crushing as-cast alloy ingots followed by sintering of the debris, only gives limited control of the final nanostructure due to residual elemental segregation after casting. Here, a novel approach for fabricating nanostructured Heusler compounds is presented, which is based on crystallizing an amorphous precursor of NbCo_1.1Sn composition. This method yields two distinct nanostructures, namely one comprising only half-Heusler grains and another one comprising half-Heusler grains and full-Heusler nano-precipitates. The latter sample exhibits enhanced negative Seebeck coefficients as compared to the former over a wide temperature range. Using advanced characterization techniques, such as high-resolution transmission electron microscopy and atom probe tomography, in conjunction with ab initio density functional theory, detailed insights into the nanostructure and electrical properties of the specimens are provided. Filtering of low energy and mobility electrons at the half-Heusler and full-Heusler interface along with the formation of Co interstitial defects in the half-Heusler matrix are proposed to be the possible causes for the enhanced Seebeck coefficient of the nano-precipitate containing specimen.