We designed and investigated the electronic, mechanical, and thermoelectric properties of Graphene/hexagonal Boron Nitride (Gr/h-BN) heterostructure at various twisting angles based on the Ab-initio simulation. The structural stability was studied at optimized rotation angles (cp) = 0 degrees, 16.10 degrees, 21.79 degrees, 38.21 degrees, 43.90 degrees and 60 degrees. The heterostructure shows semiconducting nature at cp = 0 degrees, 21.79 degrees and 38.21 degrees. These twisted heterostructures have demonstrated extraordinary mechanical properties such as Young's modulus and bulk modulus. Using the semiclassical Boltzmann transport theory, it is observed that the Seebeck coefficient, electric conductivity, and power factor at cp = 0 degrees, 21.79 degrees, 38.21 degrees, and 60 degrees are much higher than the values measured at cp = 16.10 degrees and 43.90 degrees. Moreover, at cp = 60 degrees, the Power Factor for the n-type dopants can reach 1.37 x 1011 W/msK2. The lattice thermal conductivity at room temperature is found to be very low for cp = 16.10 degrees, 21.79 degrees, 43.90 degrees and 38.21 degrees rotation angles. An ultralow lattice thermal conductivity with a value of 0.095 W/mK at 300K has been observed for 21.79 degrees rotation angle, which is lower than other rotation angles because of very low group velocity (22.1 km/s) and short phonon lifetime (similar to 0.12 ps). The high thermoelectric performance results from an ultralow thermal conductivity arising due to the strong lattice anharmonicity. The present observations can offer significant impact on the design of high performance thermoelectric materials based on twisted van der Waals heterostructure (vdWH).