We have investigated the resistivity ($\rho$), thermoelectric power (TEP) and Hall coefficient ($R_{H}$) on high quality single crystals of REFe$_{4}$P$_{12}$. TEP in CeFe$_{4}$P$_{12}$ is extremely large ($\sim$ 0.5mV/K at 290K) with a peak of $\sim$ 0.75mV/K at around 65K. The Hall mobility also shows a peak at $\sim$ 65K, suggesting carriers with heavy masses developed at lower temperatures related with the f-hybridized band. Both Pr- and Nd- systems exhibit an apparent increase of $\rho$ with decreasing temperature far above their magnetic transition temperatures. In the same temperature ranges, TEP exhibits unusually large absolute values of -50$\mu$V/K for PrFe$_{4}$P$_{12}$ and -15$\mu$V/K for NdFe$_{4}$P$_{12}$, respectively. For PrFe$_{4}$P$_{12}$, such anomalous transport properties suggest an unusual ground state, possibly related with the Quadrupolar Kondo effect.