This review presents thermoelectric phenomena in copper chalcogenides substituted with sodium and lithium alkali metals. The results for other modern thermoelectric materials are presented for comparison. The results of the study of the crystal structure and phase transitions in the ternary systems Na-Cu-S and Li-Cu-S are presented. The main synthesis methods of nanocrystalline copper chalcogenides and its alloys are presented, as well as electrical, thermodynamic, thermal, and thermoelectric properties and practical application. The features of mixed electron–ionic conductors are discussed. In particular, in semiconductor superionic copper chalcogenides, the presence of a “liquid-like phase” inside a “solid” lattice interferes with the normal propagation of phonons; therefore, superionic copper chalcogenides have low lattice thermal conductivity, and this is a favorable factor for the formation of high thermoelectric efficiency in them.