Using first-principles calculations, self-consistent phonon theory and Boltzmann transport theory, the crystal structure, phonon and electronic transport, and thermoelectric (TE) properties of PbXSeF (X = Cu, Ag) compounds are comprehensive explored in the current work. The heterogeneous bonding characteristics along the in-plane and out-of-plane directions lead to low lattice thermal conductivities in PbXSeF (X = Cu, Ag) compounds. The low lattice thermal conductivity is primarily attributed to strong anharmonicity caused by the lone-pair electrons of Pb. Notably, the PbCuSeF compound, despite the lighter mass in comparison with PbAgSeF, exhibits relatively lower lattice thermal conductivity. Such finding can be attributed to the distortion introduced by Cu atom, which leads to strong quartic anharmonicity, and thereby suppressing the heat-carrying phonons through the rattling-like behavior of Cu atom. The lone-pair electrons of Pb2+ and the heterogeneous bonding characteristics in PbXSeF (X = Cu, Ag) compounds contribute the multi-valley band degeneracy, resulting the decoupling of Seebeck coefficient and electrical conductivity with carrier concentration while generating in a high power factor. Our current work not only illustrates the fundamental insights into the low lattice thermal conductivity and related anomaly of layered PbXSeF (X = Cu, Ag) compounds based on the four-phonon scattering and multiple carrier scattering rates, but also highlights the anisotropic feature of electronic and thermal transport properties.