We investigate the structure, optical properties, and thermoelectric power in terms of residual stresses induced in the undoped ZnO and X-doped ZnO (X = Al, Ga) films. The results show that the different native seed layers self-grown during the initial growth cause compressive stress for ZnO and Ga-doped ZnO films and tensile stress for Al-doped ZnO films. The band-gap of the investigated films follows the Burstein–Moss (BM) effect. It is noted that the ZnO film with the lowest compressive stress has a better PF value below 275 °C. The GZO film is more stable at higher temperatures; therefore, it has a better PF value above 275 °C. The residual stress induced in the investigated films is demonstrated through the formation of a self-grown seed layer under the bombardment of high-energy sputtered Ga, Al, Zn, and O species onto the substrate and during film growth.