The molecular structure of polymers has a great influence on their thermoelectric properties; however, the relationship between the molecular structure of a polymer and its thermoelectric properties remains unclear. In this work, two benzo[1,2-b:4,5-b']dithiophene (BDT)-based conjugated polymers are designed and synthesized, which contain alkyl side chains or polar side chains. The effects of the polymer side chain on the physicochemical properties are systematically investigated, especially the thermoelectric performance of the polymers after doping with 2,3-dichloro-5,6-dicyano-1,4-benzoquinone and 2,3,5,6-tetrafluoro-7,7,8,8-tetracyanoquinodimethane. It is found that the BDT-based conjugated polymer with polar side chains exhibits good miscibility with the dopants, leading to higher thermoelectric properties than those of the polymer with alkyl side chains. This work can serve as a reference for the future design of high-performance organic thermoelectric polymers.