We present structural, electronic, optical, and thermoelectric properties of A2TlSbX6 (A = K, Rb; X = Cl, Br) compounds using density functional theory. The calculated electronic structure demonstrates a direct band gap within 1.82-2.76 eV energy range for A2TlSbX6 compounds. The optical characteristics of A2TlSbX6, including dielectric function, absorption coefficient, refractive index, and reflectivity spectra, indicate their strong light absorption abilities. We have also assessed the thermoelectric performance of these double perovskites, by investigating Seebeck coefficient, electrical conductivity, power factor and specific heat. These perovskites exhibit outstanding thermoelectric performance, attributed to their elevated Seebeck coefficient, electrical conductivity and power factor. At room temperature, Rb2TlSbBr6 exhibits the highest Seebeck coefficient, reaching 254 mu V/K, while Rb2TlSbCl6 achieves the maximum power factor, recorded as 1.55 x 1010 W/ms & sdot;K2. Our study reveals that changing the alkali atom at their 'A' site in A2TlSbX6 (A = K, Rb; X = Cl, Br) results in only minor variations in the properties studied. However, significant changes are observed when the halide at the 'X' site is substituted. Specifically, replacing Cl with Br in A2TlSbX6 perovskites leads to an increased lattice constant, a decreased band gap, and a shift in the absorption spectra towards low energy regions in the infrared spectrum. The appropriate energy band gaps, excellent light absorption capabilities, and outstanding thermoelectric properties render these materials highly potential candidate for optoelectronic and thermoelectric applications in future.