Oxide based thermoelectric materials have gained considerable interest due to their abundance, low toxic nature and high temperature stability. In the present work, we report the thermoelectric properties of α-MnO2 and β-MnO2 investigated using the Density Functional Theory with a Hubbard correction as implemented in the VASP code. Our calculated band gaps 0.27 eV and 1.28 eV for β-MnO2 and α-MnO2, respectively, are in excellent agreement with the experimental values and hence demonstrate the importance of including a Hubbard correction (U) in studying the physical and electronic properties of manganese oxides. The calculated elastic constants obey the Born Huang elastic stability criteria and therefore indicate that the studied materials are mechanically stable. The computed phonon band structures and the vibrational density of states do not have imaginary frequencies throughout the Brillouin zone and hence is a clear indication of the dynamic stability of these materials. Our calculated lattice thermal conductivities (κL) show a strong anisotropic behaviour along the a and c directions. At room temperature, the results show that acoustic phonon modes contribute ~56.0(55.8)% in α-MnO2 and ~80.4(73.8)% in β-MnO2 to the total κL along the a(c) directions respectively. In addition, the thermoelectric transport coefficients; σ and S2σ display an anisotropic behaviour between a and c directions. We obtained higher power factors, i.e., (447)(435) μW/m K2 for α-MnO2 and (134)(225) μW/m K2 for β-MnO2 with hole doping concentration of 1020 cm−3 along the a(c) directions respectively compared to that of Bi2Te3 (40 μW/K2cm) at 300 K. This large thermoelectric power suggests that these materials may be potential candidates for thermoelectric applications. However, our calculated dimensionless figure of merit for β-MnO2 and α-MnO2 are quite small due to large values of lattice thermal conductivities. Our highest computed ZT values are 0.02 for β-MnO2 with hole doping concentration of 1021 cm−3, and 0.14 for α-MnO2 with electron carrier concentration of 1021 cm−3 at 800 K along the c-direction.