This study investigates the structural, mechanical, vibrational, electronic, optical, lattice thermal conductivity, transport, and thermoelectric properties of sodium yttrium selenide (NaYSe \(_{2}\) ) in the trigonal structure using a first-principles approach. The lattice dynamics, thermal conductivity, and cumulative group velocity and phonon lifetimes were determined by solving the phonon Boltzmann equations, where a low value of lattice thermal conductivity of about 1.25 W/m·K was obtained at room temperature. The optical properties including dielectric function, refractive index, absorption coefficient, extinction coefficient, reflectivity, and energy loss are discussed. This material shows lattice, transport, and optical anisotropism, since the numerical values of the stated descriptors are comparable in the x- and y-axis, whereas the z-axis values are different, attributed to its trigonal symmetry; hence, for simplicity, we present the averaged data. This ternary compound has remarkable dimensionless figure of merit (zT) values of about 2.27 and 2.30 at 1000 K for holes and electrons, respectively, as supported by the lattice, transport, and thermoelectric data, making it a strong contender for high-temperature thermoelectric applications. To the best of our understanding, until now, there has been no scientific report about vibrational, lattice thermal conductivity, transport, and thermoelectric properties of sodium yttrium selenide. This work contributes immensely towards the discovery of new materials that possess higher zT values, in order to realize more efficient thermoelectric systems.