Thermoelectric materials enable direct conversion of waste heat into electricity, but their rational design is hindered by the intrinsic coupling among the Seebeck coefficient ( \(\varvec{S}\) ), electrical conductivity ( \(\varvec{\sigma }\) ), thermal conductivity ( \(\varvec{\kappa }\) ), and figure of merit ( \(\varvec{ZT}\) ). Here, we develop a unified, composition-driven machine-learning framework for the simultaneous prediction of all four transport properties. A curated dataset of 4,251 samples, containing experimental data, was represented using 246 composition-based descriptors (215 elemental statistics and 31 physically informed proxies). Systematic benchmarking identifies ExtraTrees as optimal for \(\varvec{S}\) , \(\varvec{\sigma }\) , and \(\varvec{ZT}\) , and XGBoost for \(\varvec{\kappa }\) , achieving high predictive accuracy ( \(\varvec{R^{2} = 0.953}\) , \(\varvec{0.918}\) , \(\varvec{0.963}\) , and \(\varvec{0.927}\) ) with minimal overfitting ( \(\varvec{\Delta R^{2} < 0.08}\) ). SHAP-based interpretability reveals strong agreement with established thermoelectric physics, highlighting the roles of temperature, compositional complexity, electronic structure, and phonon-scattering descriptors in governing transport behaviour. High-throughput screening of 98,787 Materials Project compounds successfully recovers known high-performance thermoelectrics and identifies promising candidates for both near-room- and high-temperature applications. The proposed framework offers a physically interpretable and computationally efficient alternative to conventional first-principles approaches, enabling rapid and scalable discovery of advanced thermoelectric materials.