In this work, we study theoretically the electronic and phonon transport properties of heterojunction SnSe/SnS, bilayer SnSe and SnS. The energy filtering effect caused by the nano heterostructure in SnSe/SnS induces an increase in the Seebeck coefficient, causing a large power factor. We calculate the phonon relaxation time and lattice thermal conductivity κL for the three structures; the heterogeneous nanostructure could effectively reduce κL due to the enhanced phonon boundary scattering at interfaces. The average κL notably reduces from around 3.3 (3.2) W m-1 K-1 for bilayer SnSe (SnS) to nearly 2.2 W m-1 K-1 for SnSe/SnS at 300 K. As a result, the average ZT (ZTave in b and c directions) reaches 1.63 with temperature range around 300-800 K, which is improved by 63% (25%) compared with that of bilayer SnSe (SnS). Our theoretical results show that the heterogeneous nanostructure is an innovative approach for improving the Seebeck coefficient and significantly reducing κL, effectively enhancing thermoelectric properties.