Motivated by the experimental synthesis of two-dimensional MSe₂ (M = Zr, Hf) thin films, we set out to investigate the electronic, thermal, and thermoelectric transport properties of 1T-phase MSe₂ (M = Zr, Hf) bilayers on the basis of first-principles calculations and Boltzmann transport theory. Both bilayer ZrSe₂ and HfSe₂ are indirect band gap semiconductors possessing degenerate conduction bands and stair-like-shaped DOS, which provide a high n-doped power factor. In combination with the low lattice thermal conductivity that originated from the low phonon frequency of acoustic modes and the coupling of acoustic modes with optical modes, the maximum figure of merits ZT at room temperature for n-type doping are predicted as 1.84 and 3.83 for ZrSe₂ and HfSe₂ bilayers, respectively. Our results suggest that bilayer conformation of ZrSe₂ and HfSe₂ are promising thermoelectric materials with superior performance to their bulk counterparts.