Double perovskites find applications across a diverse range of situations and varying pressure conditions. In this work, Quantum ESPRESSO code with a plane wave basis set was used to study the opto-electronic, elastic, and thermoelectric properties of Rb2SeX6 (X=Cl, Br) double perovskites under hydrostatic pressure (0 - 8 GPa). Perdew-Burke-Ernzerhof for Solids (PBESol) with generalized gradient approximation (GGA) was used as exchange-correlation functional. The band gap values of the materials decrease under hydrostatic pressure. Rb2SeCl6 has a band gap value of 2.44 eV at 0 GPa, 2.21 eV at 2 GPa. Above 2 GPa, the material has a metallic nature. Rb2SeBr6 has a band gap value of 1.56 eV at 0 GPa, but has a metallic nature under hydrostatic pressure (2 GPa to 8 GPa). The optical properties results indicate that the materials exhibit maximum absorption, high reflectivity, low optical loss in the visible and ultraviolet regions, good optical conductivity, and a refractive index suitable for use in opto-electronic applications. The materials are confirmed to be mechanically stable under all the hydrostatic pressure values studied. Electrical conductivity, thermal conductivity, and Seebeck coefficient (S ) values of the studied materials increase with an increase in hydrostatic pressure and temperature. The maximum value of S for Rb2SeBr6 is 0.248 x 103 (m V/k), while for Rb2SeCl6, maximum S = 0.175 x 103 (m V/k). The positive values of S suggest that the predominant charge carriers of Rb2SeCl6/Br6 are holes. Also, Rb2SeBr6 has a figure of merit (ZT) value of 3.44, while for Rb2SeCl6, ZT = 1.07. Since the values of ZT are greater than unity, the two double perovskite materials have good ZT values for thermoelectric device engineering. The results also suggest that Rb2SeBr6 is a better thermoelectric material than Rb2SeCl6.