Cesium-based double perovskite materials have generated significant interest because of their fascinating prospects in various optoelectronic and thermoelectric uses. In this manuscript, the physical characteristics of Cs2BB'F6 (B = Rb, In, Na and B' = Ir, As, Rh) are investigated in detail. Volume optimization curves, negative formation energies, tolerance factor and octahedral tilting are used to evaluate the structural stability. Pugh's ratio, Cauchy pressure and Poisson's ratio endorses the ductile character of all studied perovskites. Debye temperature shows that Cs2NaRhF6 is a stiffer material in comparison to Cs2InAsF6 and Cs2RbIrF6. The electronic bandgap and total density of states of Cs2InAsF6, Cs2RbIrF6, and Cs2NaRhF6 reveal a direct band gap of 2.76 eV, 3.78 eV and 3.6 eV, respectively. Furthermore, Kramer-Kronig equations are used to examine the interaction of studied double perovskites with electromagnetic radiation. The optical parameters reveal the absorption in UV region, which show their potential for laser and UV-shields applications. In Addition, thermoelectric characteristics are calculated using the semi-classical Boltzmann theory, extending the investigation up to 800 K. The large ZT value of 0.92 is achieved for Cs2RbIrF6 at 800K, while Cs2InAsF6 and Cs2NaRhF6 exhibit 0.76 and 0.82 at 800K, respectively. Their high ZT values and electrical conductivity enhance their suitability for use in renewable energy devices.