Halide perovskites with ultralow thermal conductivity have emerged as promising candidates for thermoelectric materials. We study the lattice dynamics and thermoelectric properties of cubic all-inorganic lead halide perovskites CsPbX3 (X = Cl, Br, and I) through first-principles calculations. Combined with self-consistent phonon theory, we have successfully renormalized the phonon frequency using a quartic anharmonic term, allowing us to accurately reproduce the phonon dispersion of the high-temperature cubic phase of CsPbX3 without any imaginary frequencies. Cubic CsPbX3 exhibit ultralow lattice thermal conductivities (0.61-1.71 Wm-1 K-1) at room temperature. Because of the strong quartic anharmonic renormalization and hardening of the soft modes, the lattice thermal conductivities of cubic CsPbX3 all exhibit weak temperature dependence. Notably, CsPbCl3 exhibits remarkably high thermal conductivity and a long phonon lifetime. This can be attributed to the smallest atomic mean square displacement and the weakest tilting and distortions of PbCl6 octahedra, resulting from the strongest Pb-Cl covalent bonding. Furthermore, the maximum ZT value of 0.63 at 900 K is obtained for the n-type CsPbBr3.