Combining density functional theory (DFT) and semi-classic Boltzmann transport theory, we report the thermoelectric (TE) performance of a family of two-dimensional (2D) group IB-selenides XSe (X = Cu, Ag, Au). The results show that these monolayers exhibit small and anisotropic phonon velocities (0.98-3.84 km s-1), large Grüneisen parameters (up to 100), and drastic phonon scattering between the optical and acoustic phonons. These intrinsic properties originate from strong phonon anharmonicity and suppress the heat transport capacity, resulting in low lattice thermal conductivities (12.54 and 1.22 W m-1 K-1) along the x- and y-directions for a CuSe monolayer. Among our studied monolayers, the 2D CuSe monolayer possesses the most remarkable TE performance with ultrahigh ZT (3.26) for n-type doping along the y-direction at 300 K. CuSe monolayer can achieve higher thermoelectric conversion efficiency at a lower synthetic preparation cost than the expensive AgSe and AuSe monolayers, and our work provides a theoretical basis for paving the way for further experimental studies.