Motivated by the recent experimental synthesis of two-dimensional semiconducting film PdSe2, we investigate the electronic and thermal transport properties of PdSe2 monolayer by using the density functional theory and semiclassical Boltzmann transport equation. The calculated results reveal anisotropic transport properties. Low lattice thermal conductivity about 3 Wm-1 K -1 (300K) along the x direction is obtained, and the dimensionless thermoelectric figure of merit can reach 1.1 along the x direction for p-type doping at room temperature, indicating the promising thermoelectric performance of monolayer PdSe2.