The mathematical conditions for the best thermoelectric is well known but never realised in real materials. Here, the authors propose the Anderson transition in a narrow impurity band as a physical realisation of this seemingly unrealisable scenario. Discovered more than 200 years ago in 1821, thermoelectricity is nowadays of global interest as it enables direct interconversion of thermal and electrical energy via the Seebeck/Peltier effect. In their seminal work, Mahan and Sofo mathematically derived the conditions for 'the best thermoelectric'-a delta-distribution-shaped electronic transport function, where charge carriers contribute to transport only in an infinitely narrow energy interval. So far, however, only approximations to this concept were expected to exist in nature. Here, we propose the Anderson transition in a narrow impurity band as a physical realisation of this seemingly unrealisable scenario. An innovative approach of continuous disorder tuning allows us to drive the Anderson transition within a single sample: variable amounts of antisite defects are introduced in a controlled fashion by thermal quenching from high temperatures. Consequently, we obtain a significant enhancement and dramatic change of the thermoelectric properties from p-type to n-type in stoichiometric Fe2VAl, which we assign to a narrow region of delocalised electrons in the energy spectrum near the Fermi energy. Based on our electronic transport and magnetisation experiments, supported by Monte-Carlo and density functional theory calculations, we present a novel strategy to enhance the performance of thermoelectric materials.