This study addresses the hydrogen storage capabilities and mechanical, optoelectronic, and thermoelectric features of double perovskite hydrides A2FeH6 (A = Be, Mg). The structural aspects suggest the cubic symmetry of studied hydrides. The formation enthalpy value calculation has confirmed the structures' thermal stability. The gravimetric ratios of Be2FeH6 and Mg2FeH6 hydrides are 7.50 wt% and 5.43 wt%, respectively. The desorption temperatures are predicted to be 230.32 K and 208.67 K, respectively. The mechanical and thermophysical characteristics have been elaborated, which demonstrate mechanical stability, higher stiffness, ductile behavior, and higher temperature stability of both materials. The examined electronic properties have revealed band gap values of 2.89 and 3.08 eV, respectively. The optical properties have been assessed to predict the appropriateness of these hydrides for deployment in photovoltaic systems. The thermoelectric characteristics have been evaluated to examine the carrier transport mechanism and efficiency for converting heat into electricity. Finally, the investigated properties and hydrogen storage capacity of these compounds suggest that they are suitable for hydrogen storage and have the potential to play a key role in many energy generation applications.