Understanding the phonon transport in thermoelectric materials and its coupling with the complex environments is critical for manipulating the lattice thermal conductivity and consequently creating a high heat-to-electricity conversion efficiency. Spin-orbit coupling, an elementary interaction usually neglected when calculating lattice thermal conductivity, is intuitively expected to affect only the harmonic phonon properties in the materials. We herein studied the phonon transport in SnSe, a thermoelectric material with record-high energy conversion efficiency, by first-principle calculation and the Boltzmann transport equation. Spin-orbit coupling is found to greatly enhance its lattice thermal conductivity (up to ∼60%). More surprisingly, this enhancement originates from the influence of spin-orbit coupling on the phonon anharmonicity instead of the harmonic phonon properties. Spin-orbit coupling reduces the delocalization of the resonant bonding network formed by the p-orbitals of Se atoms, strengthens the interlayer Sn-Se bonds and consequently weakens the phonon anharmonicity. This discovery should encourage the design of tunable spin-orbit systems for better manipulation of thermoelectricity as well as other phonon transport related material functions.