The electronic structure and phonon transport properties of HfSe2 under different in-plane strains at finite temperatures are systematically investigated by combining first-principles calculations with machine learning force field molecular dynamics simulations. Within a strain range of -3% to 3%, the electronic band gap value of HfSe2 varies between 0.39 and 0.87 eV. Under compressive strain, the conduction band minimum moves towards the Fermi level, with the distribution of electrons near the valence band maximum becoming more delocalized. This will reduce the scattering of electrons during the transport process, helping to improve the carrier mobility. Under tensile strain, the localization of the density of states near the valence band maximum is strengthened, accompanied by enhanced metallic properties of the Hf-Se bonds, which facilitates the enhancement of the thermoelectric power factor. Both compressive and tensile strains intensify the coupling of phonon normal modes with phonon scattering, and elevating the temperature amplifies this impact. The anharmonicity-induced reduction in phonon frequencies is especially pronounced for modes in the vicinity of the Debye frequency. This not only curtails the phonon lifetimes but also diminishes the lattice thermal conductivity through the enhancement of vibrational coupling among optical branches and the reduction of the group velocity in acoustic branches. These results demonstrate the synergistic effects of strain and temperature on the electronic structure and phonon transport of HfSe2.