The present study investigates the impact of copper doping on the thermoelectric properties of zinc selenide (ZnSe) nanoparticles synthesized by the hydrothermal method. Nanoparticle samples with varying copper concentrations were prepared and their thermoelectric performances were evaluated by measuring the electrical transport properties, the Seebeck coefficient, and extracting the power factor. The results demonstrate that the thermoelectric properties of Cu-doped ZnSe nanoparticles are significantly enhanced by doping, mainly as an effect of an improved electrical conductivity, providing a promising avenue for energy applications of these nanomaterials. To gain further insights into the fundamental mechanisms underlying the observed improvements in thermoelectric performance of the samples, the morphological, structural, and vibrational properties were characterized using a combination of scanning electron microscopy, X-ray diffraction, and Raman spectroscopy.