A comprehensive first-principles study of the halide double perovskite K \(_2\) NaFeCl \(_6\) is presented, covering its electronic, optical, and thermoelectric properties. The material exhibits a direct band gap, primarily governed by Fe-3d and Cl-3p orbital hybridization, confirming its semiconducting nature. Optical calculations reveal a moderate static refractive index and strong interband transitions, indicating promising light–matter interaction. Thermoelectric analysis, performed within the constant relaxation time approximation, shows robust p-type behavior, with the Seebeck coefficient increasing with temperature and a figure of merit (ZT) reaching 0.45 at 800 K. These results position K \(_2\) NaFeCl \(_6\) as a promising candidate for optoelectronic and high-temperature thermoelectric applications, and highlight the versatile potential of halide-based double perovskites for next-generation energy technologies.