Based on first-principles calculations, we explore the electronic and phonon transport properties of a new-type two-dimensional (2D) hexagonal material XSe (X = Ge, Sn, and Pb), which can be prepared by atomic isovalent substitutions of the recently synthesized crystal Ge4Se3Te. Among them, 2D PbSe possesses a large Seebeck coefficient of ∼1150 μV/K and an ultralow lattice thermal conductivity of ∼0.50 W/mK at room temperature. Theoretical calculations prove that the antiparallel movements of the atoms could lead to the strong optical-acoustic phonon coupling with low values of acoustic group velocities of 0.81–2.03 km/s and large Grüneisen parameters of ∼4, which accordingly greatly suppresses the heat transport ability. Using our calculated transport parameters, large values of the thermoelectric (TE) figure of merit (ZT) of 1.76, 2.32, and 3.95 can be obtained at an effective temperature range (GeSe and SnSe at 700 K and PbSe at 500 K) under p-type doping for 2D GeSe, SnSe, and PbSe, respectively. Interestingly, after checking several series of 2D materials, we find that their lattice thermal conductivities are almost proportional to their values of the lowest optical phonon frequencies. Our work clearly shows the advantages of these novel 2D group-IV selenides as TE materials and may stimulate further experimental and theoretical studies in this field.