The synthesis of the Na_xCo₂O₄ thermoelectric oxide was tried by mechanical grinding (MG) and spark plasma sintering (SPS). The effects of the synthesis process on its microstructure and thermoelectric properties were investigated. The sample prepared by MG for 72 ks and SPS under 40 MPa at 773 K for 0.9 ks in air was composed of the Co₃O₄ and CoO phases, and Na_xCo₂O₄ phase formation did not occur. In the case that the MG powder was calcined at 1183 K for 3.6ks in air and then subjected to SPS at 1073 K in vacuum, the sample was mostly composed of the Na_xCo₂O₄ phase with several Co oxides. These Co oxides remained present even after subsequent annealing at 1083 K for 72 ks in air. On the other hand, in the case of SPS at 773 K for 0.9 ks in air and subsequent annealing, the sample was composed of the Na_xCo₂O₄ phase without any other impurity phases. Besides that, a significant fine microstructure as compared to that of the pressurelessly sintered sample, could be obtained for this sample. However, the thermal conductivity of the sample was higher than that of the sample prepared by the conventional solid state reaction, i.e., calcination and subsequent pressureless sintering. This is considered to be associated with a degree of the crystallographic orientation of the compacts.