This work employs first-principles calculations to systematically investigate the anisotropic lattice thermal transport and thermoelectric properties of layered XCuSe (X = K, Rb). The results reveal that, along the in-plane direction, low-frequency rattling vibrations of Rb atoms in RbCuSe strongly suppress the lattice thermal conductivity (κL), resulting in substantially lower values compared with KCuSe. In contrast, the out-of-plane κL exhibits an anomalous mass dependence at low temperatures: despite the larger atomic mass of Rb, RbCuSe shows a higher κL than KCuSe. This anomalous behavior primarily originates from differences in phonon group velocities induced by strongly anharmonic Se vibrations under weak interlayer bonding. With increasing temperature, the marked expansion of the four-phonon scattering phase space in RbCuSe drives a transition in the dominant heat transport mechanism from phonon group velocity–controlled to higher-order anharmonic scattering–dominated, thereby gradually suppressing the anomalous mass dependence. Moreover, optical phonon modes contribute more than 50% to the in-plane κL, highlighting the crucial role of non-acoustic phonons in heat transport within this layered system. Electronic structure analysis further indicates that the synergistic combination of strong band dispersion and high band degeneracy is favorable for achieving a large power factor. Within the present theoretical framework, p-type doping at 700 K is predicted to yield peak dimensionless thermoelectric figures of merit (ZT ) of 2.77 and 4.16 for KCuSe and RbCuSe, respectively, underscoring the promising thermoelectric potential of the XCuSe system in the mid-to-high temperature range.