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