Multilayered compounds typically present exotic functionalities, and some of them have been suggested as potential materials for thermoelectric conversion owing to their unique capability to decouple electronic and heat transport. Here we report new [CoO2] and [Cu2Se2] layered A(2)CoO(2)Cu(2)Se(2) compounds in which Sr at the intervening alkaline-earth A site is partially replaced with Ca or Ba. The parent Sr2CoO2Cu2Se2 phase is a direct gap p-type semiconductor, and density functional theory (DFT) calculations indicate its topmost valence band consists of Cu 3d-Se 4p states. Upon the isovalent cation substitution the lattice modification in the ab plane is constrained by the stiff [CoO2] layer such that the lattice shrinkage/expansion mainly happens along the c axis. Substitution of Sr with the heavier and larger Ba significantly enhances the thermopower but more hole states would be required to optimize the thermoelectric performance. Thermal stability is related to the inter-oxide-selenide-layer interaction, and our thermogravimetric measurement data reveal that the A(2)CoO(2)Cu(2)Se(2) materials could operate in the intermediate temperature region.