This article reports a detailed investigation of structural, electronic, thermoelectric and optical properties of square lattice beryllium chalcogenides (s-BeX; X = O, S, Se and Te) for the first time. Phonon dispersion analysis is carried out to determine the dynamical stability of the s-BeX compounds, whereas all the s-BeX compounds are found to be energetically and dynamically stable. The electronic properties are studied in terms of electronic band structures and partial density of states of s-BeX compounds. The BeO compound shows an indirect bandgap, while other chalcogenides, viz. BeS, BeSe and BeTe appear to be direct semiconductor materials. The effective mass, mobility and relaxation time for the electron and hole from the band structure of s-BeX are also studied to gain more insight into these considered materials. The thermoelectric properties of the entire s-BeX series are investigated for an extensive temperature range as 50–800 K in terms of thermal conductivity (κ), electrical conductivity (σ), Seebeck coefficient (S) and figure of merit (ZT). The thermoelectric merit of s-BeX compounds is also compared to the zinc-blende and hexagonal-monolayer phases of beryllium chalcogenides, which indicates that the thermoelectric potential of BeX compounds depends on their structural phases. The optical properties such as dielectric function ϵ(ω), refraction index n(ω), reflectivity R(ω), absorption spectra I(ω) and extinction index k(ω) of s-BeX are also investigated in the presence of parallel and perpendicular field polarizations. The present work reveals s-BeO, zb-BeSe and h-BeTe as the best thermoelectric materials in their respective series. Also, these compounds are mainly UV-active and therefore can possibly be applicable as UV-photodetectors and UV protectant materials.