By using the density functional theory (DFT) in combination with Boltzmann transport theory, the influence of Mg concentrations (x) doping on the thermoelectric properties of Hg[Formula: see text]Mg x Se ternary alloys was systematically investigated. The generalized gradient approximations of Perdew–Burke–Ernzerhof (GGA-PBE) have been used to illustrate the exchange correlation potential. The thermodynamic stability of the studied compounds was analyzed in terms of formation energy. Various thermoelectric transport parameters, such as the Seebeck coefficient (S), the thermal conductivity over relaxation time (k/[Formula: see text]), the electrical conductivity over relaxation time ([Formula: see text]/[Formula: see text]), the power factor (PF) and the figure of merit (ZT) have been deduced and discussed. The obtained results of thermoelectric properties show that the studied materials can be useful for thermoelectric devices at room temperature. It can also be seen that Mg concentrations can increase the thermal efficiency of the HgSe alloy.