Balancing low lattice thermal conductivity (κL) with a high power factor is a major challenge in the research of thermoelectric (TE) materials. In this paper, we report on a class of chain-like compounds, X2PtSe2(X = K, Rb), characterized by strong lattice anharmonicity, weak bonds, and low phonon group velocities. Using first-principles calculations in conjunction with self-consistent phonon theory and the Boltzmann transport equation, we systematically investigate the thermal and electrical transport properties of X2PtSe2(X = K, Rb). At room temperature, the κL of K2PtSe2 and Rb2PtSe2 in the direction perpendicular to the Pt–Se chains is only 0.15 and 0.10 Wm−1K−1, respectively. Additionally, due to the low-dimensional nature of the Pt–Se chains, these compounds exhibit a ‘pudding-mold type’ band structure, contributing to a TE power factor. At 300K, under n-type doping, K2PtSe2 and Rb2PtSe2 achieve TE figures of merit (ZT) values of 1.66 and 1.67, respectively, in the direction perpendicular to the Pt–Se chains. At 500K, the ZT value of Rb2PtSe2 approaches 4, far surpassing traditional TE materials. These results indicate that the chain-like compounds X2PtSe2(X = K, Rb) exhibit excellent TE performance, achieving energy conversion efficiencies comparable to commercial transducer devices.