Owing to remarkable stability, environmental friendliness, and excellent performance, lead-free double perovskites (DPs) are emerging materials for use as energy harvesting systems and thermoelectric generators. Herein, the optical, electronic, and thermoelectric characteristics of Rb2AgAsX6 (X = Cl, Br, I) are studied by first principle approach. The thermodynamic stability is ensured through formation energy and structural stability by calculating the tolerance factor. The studied DPs band gaps are tuned from 2.21 eV to 1.50 eV, and 0.52 eV by replacing the anions (Cl to Br, and I). The absorption regions varies from infrared to visible wavelength ranges, signifying the importance of studied compounds for optoelectronics. The broad absorption band of Rb2AgAsI6 in the visible region is important for solar cells. Furthermore, thermoelectric performance is evaluated based on the power factor and figure of merit (ZT). From thermoelectric calculations, a lower lattice thermal conductivity was observed while, a larger Seebeck coefficient guarantees higher ZT, which are important parameters for thermoelectric applications.