Motivated by the recent study of inspiring thermoelectric properties in bulk SnSe [Zhao et al., Nature, 2014, 508, 373] and the experimental synthesis of SnSe sheets [Chen et al., J. Am. Chem. Soc., 2013, 135, 1213], we have carried out systematic calculations for a single-layered SnSe sheet focusing on its stability, electronic structure and thermoelectric properties by using density functional theory combined with Boltzmann transport theory. We have found that the sheet is dynamically and thermally stable with a band gap of 1.28 eV, and the figure of merit (ZT) reaches 3.27 (2.76) along the armchair (zigzag) direction with optimal n-type carrier concentration, which is enhanced nearly 7 times compared to its bulk counterpart at 700 K due to quantum confinement effect. Furthermore, we designed four types of thermoelectric couples by assembling single-layered SnSe sheets with different transport directions and doping types, and found that their efficiencies are all above 13%, which are higher than those of thermoelectric couples made of commercial bulk Bi2Te3 (7%-8%), suggesting the great potential of single-layered SnSe sheets for heat-electricity conversion.