The unique structure of Zintl phase makes it an ideal system to realize the concept of phonon-glass and electron-crystal in the thermoelectric community. In this work, by combining first-principles calculations and Boltzmann transport theory for both electrons and phonons, we demonstrate that the ZT value of Zintl compound KSnSb can reach ~2.6 at 800 K. Such extraordinary thermoelectric performance originates from the large Seebeck coefficient due to multi-valley band structures and particularly very small lattice thermal conductivity caused by mixed-bond characteristics.