By using density functional theory calculations combined with the nonequilibrium Green's function method and machine learning, we systematically studied the thermoelectric properties of four kinds of porous graphene nanosheets (PGNS) before and after nitrogen doping. The results show that the thermoelectric performance of porous graphene nanosheets along the armchair or zigzag chiral direction is improved due to the dramatically enhanced power factor caused by nitrogen doping. The calculated ZT values of nitrogen-doped porous graphene nanosheets are boosted by about one order of magnitude compared with those of undoped porous graphene nanosheets at room temperature. More importantly, an anisotropic thermoelectric transport is found in the nitrogen-doped porous graphene nanosheets. The results show that the ZT values of nitrogen-doped porous graphene nanosheets along the zigzag transport direction are nearly 11 times larger than those of them along the armchair transport direction. These results reveal that the thermoelectric properties of porous graphene nanosheets can be well regulated by nitrogen doping, and provide a good theoretical guidance for their application in thermoelectric devices.