We study thermoelectric transport through double quantum dots system with spin-dependent interdot coupling and ferromagnetic electrodes by means of the non-equilibrium Green function in the linear response regime. It is found that the thermoelectric coefficients are strongly dependent on the splitting of interdot coupling, the relative magnetic configurations and the spin polarization of leads. In particular, the thermoelectric efficiency can achieve considerable value in parallel configuration when the effective interdot coupling and tunnel coupling between QDs and the leads for spin-down electrons are small. Moreover, the thermoelectric efficiency increases with the intradot Coulomb interactions increasing and can reach very high value at an appropriate temperature. In the presence of the magnetic field, the spin accumulation in leads strongly suppresses the thermoelectric efficiency and a pure spin thermopower can be obtained.