We have performed systematic density functional calculations and evaluated thermoelectric properties, See- beck coefficient and anomalous Nernst coefficient of half-Heusler comounds CoMSb(M=Sc, Ti, V, Cr, and Mn). The carrier concentration dependence of Seebeck coefficients in nonmagnetic compounds are in good agreement with experimental values. We found that the half-metallic ferromagnetic CoMnSb show large anomalous Nernst effect originating from Berry curvature at the Brillouin zone boundary. These results help to understanding for the mechanism of large anomalous Nernst coefficient and give us a clue to design high performance magnetic thermoelectric materials.