Nowadays, there are enormous amounts of energy wasted in the world, most of which is in the form of waste heat. Thermoelectric effect, by converting heat energy into electricity without the release of dangerous substances, has attracted more and more interest from researchers. Since the discovery of graphene, more and more twodimensional layered materials have been reported, which typically own superior electrical, optical and other physical properties than that of bulk materials, and the development of the new theory and experiment technologies stimulates further research for them as well. In this paper, we firstly introduce the measurement methods and techniques that are appropriate for the thermoelectric properties characterizations of two-dimensional materials, and then discuss the current challenging issues related to that. Subsequently, graphene, transition metal disulfides, black phosphorus and other 2D materials in thermoelectric applications are introduced. Finally, we discuss the various strategies to improve the thermoelectric performance and the problems that need to be solved urgently.