An oxide single crystalline whisker with high thermoelectric properties at high temperature in air has been discovered. The composition of the whisker is (Ca, Sr, Bi)₂Co₂O₅ (abbreviated to Co-225 whisker). Seebeck coefficient S and electrical resistivity r of the whisker are 200-210 mV/K and 1.4-1.5 mW-cm at temperatures higher than 600^oC, respectively. Using thermal conductivity k of a Co-225 polycrystalline sample, figure of merit ZT (= S²T/rk, T; absolute temperature) of the Co-225 whisker is estimated over 1.2 at temperatures higher than 600^oC. The discovery of the oxide with high thermoelectric performance at high temperature in air leads to the expectation that electric power generation using waste heat from automobiles, factories, and similar sources will be realized in the near future.