Recent studies have shown that the two-dimensional semiconductor Bi2O2Se is a promising thermoelectric (TE) material, whereas its TE performance needs to be further improved. By using first-principles methods combined with semi-classical Boltzmann transport theory, we systemically investigate the effects of biaxial strain on the TE transport properties of Bi2O2Se monolayer. Under -2-2% strain, the maximum power factors of 3.63-3.79 and 1.43-1.79 mW m-1 K-2 are found for p-type and n-type doped Bi2O2Se monolayer, respectively. The figure of merit ZT of p-type doped Bi2O2Se monolayer is enhanced to 1.14 by 2% tensile strain at 300 K and it reaches as high as 4.22 at 800 K (as compared with the highest value of 1.42 for bulk Bi2O2Se at 800 K). This study demonstrates that the TE performance of Bi2O2Se can be significantly improved by application of tensile strain and the Bi2O2Se monolayer has great potential as a TE material.