  We present a study of Seebeck and Nernst effect in combination with
magnetoresistance and Hall measurements of the Kagome superconductor
CsV$_3$Sb$_5$. Sizable magneto-Seebeck signal appears once the charge density
wave (CDW) order sets in below $T_{CDW}$=94 K. The Nernst signal peaks at a
lower temperature $T^*$=35 K, crossing which the Hall coefficient switches
sign, which we attribute to the ambipolar transport of compensated bands due to
the multi-band nature of CsV$_3$Sb$_5$. Sublinear Nernst signal as a function
of magnetic field, together with large anomalous Nernst effect (ANE) also
emerge inside the CDW phase, despite the absence of long-range magnetic order.
These findings suggest that, the transport properties are dominated by small
pockets with multi-band profile, and that the unusual band topology also plays
an import role in the CDW state of CsV$_3$Sb$_5$.
